+522.9%
HPE vs CI
+133.0%
+390.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.1% |
| 7D | -18.7% | -1.6% | -17.2% | -18.4% |
| 30D | -37.9% | +5.4% | -43.3% | -39.1% |
| 3M | -14.4% | +7.3% | -21.6% | -16.8% |
| 6M | +48.2% | +5.3% | +42.9% | +43.4% |
| YTD | +88.6% | +8.5% | +80.1% | +80.4% |
| 1Y | +94.8% | +17.1% | +77.7% | +81.1% |
| 3Y | +202.7% | +1.4% | +201.3% | +180.0% |
| 5Y | +231.6% | +50.5% | +181.2% | +152.5% |
| 10Y | +361.9% | +168.5% | +193.4% | +176.4% |
| All | +522.9% | +133.0% | +390.0% | +275.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling