+217.0%
HPE vs CAI
-11.0%
+228.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.3% | -6.2% |
| 7D | +1.4% | -5.1% | +6.5% | +1.7% |
| 30D | +1.5% | +3.9% | -2.3% | +1.4% |
| 3M | +21.7% | +40.1% | -18.3% | +19.3% |
| 6M | +164.2% | +29.7% | +134.5% | +157.6% |
| YTD | +132.1% | -10.9% | +142.9% | +131.0% |
| 1Y | +130.6% | -28.0% | +158.7% | +131.3% |
| All | +217.0% | -11.0% | +228.0% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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