+151.8%
HPE vs CI
-6.0%
+157.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +5.2% |
| 7D | +13.6% | -1.1% | +14.7% | +13.6% |
| 30D | +7.7% | +0.5% | +7.2% | +7.8% |
| 3M | +22.4% | -5.2% | +27.6% | +22.5% |
| 6M | +172.6% | +4.3% | +168.3% | +170.3% |
| YTD | +147.5% | +2.8% | +144.7% | +146.6% |
| 1Y | +151.8% | -5.8% | +157.6% | +152.9% |
| All | +151.8% | -6.0% | +157.8% | +152.9% |
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