+198.6%
HPE vs CSGP
-58.5%
+257.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -11.8% |
| 7D | -25.0% | +13.9% | -38.9% | -25.4% |
| 30D | -37.3% | +16.0% | -53.3% | -38.2% |
| 3M | -16.8% | +6.1% | -22.9% | -17.5% |
| 6M | +47.8% | -8.2% | +56.0% | +49.8% |
| YTD | +86.0% | -52.3% | +138.4% | +121.5% |
| 1Y | +89.6% | -54.5% | +144.1% | +128.5% |
| All | +198.6% | -58.5% | +257.1% | +248.5% |
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