+370.3%
HPE vs CI
+146.2%
+224.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.8% |
| 7D | +7.9% | +1.2% | +6.7% | +7.5% |
| 30D | -23.5% | +2.6% | -26.0% | -24.3% |
| 3M | -19.1% | +7.4% | -26.5% | -21.4% |
| 6M | +51.4% | -0.1% | +51.5% | +49.1% |
| YTD | +103.4% | +9.7% | +93.7% | +93.8% |
| 1Y | +114.4% | +12.1% | +102.3% | +102.5% |
| 3Y | +224.7% | +7.0% | +217.6% | +193.5% |
| 5Y | +277.8% | +49.7% | +228.1% | +185.9% |
| All | +370.3% | +146.2% | +224.1% | +201.7% |
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