+298.8%
HPE vs CSGP
-64.7%
+363.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -4.0% |
| 7D | -0.6% | -4.1% | +3.5% | +0.2% |
| 30D | -2.3% | +2.3% | -4.6% | -3.0% |
| 3M | -2.9% | -8.2% | +5.3% | -1.9% |
| 6M | +143.6% | -35.1% | +178.6% | +168.1% |
| YTD | +118.5% | -54.0% | +172.5% | +163.3% |
| 1Y | +129.2% | -65.3% | +194.5% | +199.1% |
| 3Y | +212.5% | -62.6% | +275.1% | +289.3% |
| All | +298.8% | -64.7% | +363.5% | +389.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling