+114.4%
HPE vs CI
+12.2%
+102.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.7% |
| 7D | +7.9% | +1.2% | +6.7% | +8.2% |
| 30D | -23.5% | +2.6% | -26.0% | -22.8% |
| 3M | -19.1% | +7.4% | -26.5% | -17.5% |
| 6M | +51.4% | -0.1% | +51.5% | +57.3% |
| YTD | +103.4% | +9.7% | +93.7% | +107.0% |
| 1Y | +114.4% | +12.1% | +102.3% | +120.6% |
| All | +114.4% | +12.2% | +102.2% | +120.6% |
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