+621.7%
HPE vs CI
+122.9%
+498.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.1% |
| 7D | -0.6% | +1.3% | -1.9% | -1.0% |
| 30D | -2.3% | +4.4% | -6.7% | -3.6% |
| 3M | -2.9% | +0.7% | -3.5% | -3.7% |
| 6M | +143.6% | +0.3% | +143.2% | +140.8% |
| YTD | +118.5% | +3.8% | +114.7% | +113.4% |
| 1Y | +129.2% | -5.5% | +134.7% | +128.1% |
| 3Y | +212.5% | +8.1% | +204.4% | +181.3% |
| 5Y | +286.9% | +42.8% | +244.1% | +201.6% |
| 10Y | +432.3% | +143.9% | +288.5% | +230.2% |
| All | +621.7% | +122.9% | +498.8% | +343.9% |
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 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