+221.7%
HPE vs CAI
-8.1%
+229.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.0% | +8.7% | +7.8% |
| 7D | +10.1% | +0.2% | +10.0% | +10.1% |
| 30D | +5.3% | +9.1% | -3.9% | +4.9% |
| 3M | +12.7% | +53.8% | -41.1% | +9.9% |
| 6M | +167.7% | +33.5% | +134.1% | +160.8% |
| YTD | +135.5% | -8.0% | +143.5% | +134.1% |
| 1Y | +143.4% | -28.7% | +172.1% | +144.1% |
| All | +221.7% | -8.1% | +229.8% | +224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling