+343.8%
HPE vs CI
+39.3%
+304.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.4% | +10.1% | +8.0% |
| 7D | +10.1% | -2.6% | +12.7% | +10.4% |
| 30D | +5.3% | -2.4% | +7.6% | +5.5% |
| 3M | +12.7% | -4.8% | +17.4% | +13.1% |
| 6M | +167.7% | +2.1% | +165.5% | +165.5% |
| YTD | +135.5% | +1.4% | +134.1% | +133.8% |
| 1Y | +143.4% | -6.8% | +150.2% | +143.7% |
| 3Y | +249.2% | +3.3% | +245.9% | +230.4% |
| 5Y | +343.8% | +41.1% | +302.7% | +263.8% |
| All | +343.8% | +39.3% | +304.5% | +263.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling