+227.4%
HPE vs CSGP
-59.5%
+286.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +6.1% |
| 7D | -7.1% | -1.8% | -5.3% | -7.1% |
| 30D | -35.3% | +5.3% | -40.6% | -35.7% |
| 3M | -10.4% | +3.3% | -13.8% | -11.2% |
| 6M | +52.5% | -4.7% | +57.1% | +52.8% |
| YTD | +100.3% | -53.5% | +153.8% | +138.7% |
| 1Y | +106.4% | -53.7% | +160.1% | +145.9% |
| 3Y | +227.4% | -59.7% | +287.1% | +285.1% |
| All | +227.4% | -59.5% | +286.9% | +285.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling