+566.9%
HPE vs CI
+140.5%
+426.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.1% |
| 7D | -9.7% | +2.6% | -12.3% | -10.4% |
| 30D | -34.8% | +7.3% | -42.1% | -36.4% |
| 3M | -12.1% | +9.5% | -21.6% | -15.1% |
| 6M | +53.7% | +6.4% | +47.3% | +48.3% |
| YTD | +101.9% | +12.0% | +89.9% | +91.3% |
| 1Y | +104.3% | +20.1% | +84.3% | +88.7% |
| 3Y | +223.1% | +9.6% | +213.5% | +190.5% |
| 5Y | +249.2% | +52.7% | +196.5% | +165.5% |
| 10Y | +372.4% | +150.3% | +222.2% | +189.3% |
| All | +566.9% | +140.5% | +426.4% | +298.1% |
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