+621.7%
HPE vs CSGP
+67.9%
+553.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.8% |
| 7D | -0.6% | -4.1% | +3.5% | +0.6% |
| 30D | -2.3% | +2.3% | -4.6% | -3.4% |
| 3M | -2.9% | -8.2% | +5.3% | -1.9% |
| 6M | +143.6% | -35.1% | +178.6% | +173.4% |
| YTD | +118.5% | -54.0% | +172.5% | +173.1% |
| 1Y | +129.2% | -65.3% | +194.5% | +214.9% |
| 3Y | +212.5% | -62.6% | +275.1% | +307.2% |
| 5Y | +286.9% | -64.8% | +351.7% | +401.0% |
| 10Y | +432.3% | +45.1% | +387.3% | +253.9% |
| All | +621.7% | +67.9% | +553.8% | +357.0% |
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