+116.4%
HPE vs CI
+21.2%
+95.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.4% | -9.0% | -4.6% |
| 7D | -17.0% | +3.5% | -20.5% | -16.0% |
| 30D | -26.7% | +12.6% | -39.3% | -24.4% |
| 3M | -4.1% | +12.1% | -16.2% | -1.2% |
| 6M | +75.4% | +10.6% | +64.8% | +79.9% |
| YTD | +111.0% | +12.8% | +98.2% | +117.1% |
| 1Y | +116.4% | +18.0% | +98.4% | +127.4% |
| All | +116.4% | +21.2% | +95.2% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling