+540.2%
HPE vs CI
+143.6%
+396.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.9% |
| 7D | +13.6% | -1.1% | +14.7% | +14.0% |
| 30D | +7.7% | +0.5% | +7.2% | +7.5% |
| 3M | +22.4% | -5.2% | +27.6% | +23.8% |
| 6M | +172.6% | +4.3% | +168.3% | +166.0% |
| YTD | +147.5% | +2.8% | +144.7% | +142.3% |
| 1Y | +151.8% | -5.8% | +157.6% | +150.7% |
| 3Y | +267.1% | +4.7% | +262.3% | +233.8% |
| 5Y | +362.8% | +42.7% | +320.1% | +256.9% |
| 10Y | +540.2% | +141.0% | +399.2% | +303.8% |
| All | +540.2% | +143.6% | +396.6% | +303.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling