+129.2%
HPE vs CMI
+45.0%
+84.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -6.0% |
| 7D | -0.6% | -0.7% | +0.1% | -0.3% |
| 30D | -2.3% | -13.4% | +11.2% | +5.9% |
| 3M | -2.9% | -17.0% | +14.1% | +7.7% |
| 6M | +143.6% | -1.6% | +145.2% | +146.9% |
| YTD | +118.5% | +11.0% | +107.5% | +109.0% |
| 1Y | +129.2% | +41.9% | +87.3% | +100.6% |
| All | +129.2% | +45.0% | +84.2% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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