+514.5%
HPE vs CSGP
+74.1%
+440.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -11.4% |
| 7D | -25.0% | +13.9% | -38.9% | -27.7% |
| 30D | -37.3% | +16.0% | -53.3% | -40.7% |
| 3M | -16.8% | +6.1% | -22.9% | -20.0% |
| 6M | +47.8% | -8.2% | +56.0% | +46.3% |
| YTD | +86.0% | -52.3% | +138.4% | +126.2% |
| 1Y | +89.6% | -54.5% | +144.1% | +133.9% |
| 3Y | +198.2% | -58.6% | +256.8% | +269.8% |
| 5Y | +227.1% | -61.5% | +288.6% | +305.2% |
| 10Y | +355.6% | +74.7% | +281.0% | +175.5% |
| All | +514.5% | +74.1% | +440.3% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling