+396.0%
HPE vs CMI
+164.8%
+231.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.2% | +11.2% | +11.6% |
| 7D | +19.4% | -0.7% | +20.1% | +20.1% |
| 30D | +5.6% | -12.4% | +18.0% | +15.4% |
| 3M | +33.1% | -14.8% | +47.8% | +47.9% |
| 6M | +192.5% | +0.8% | +191.7% | +188.3% |
| YTD | +160.9% | +10.2% | +150.7% | +139.1% |
| 1Y | +155.0% | +37.4% | +117.5% | +98.3% |
| 3Y | +289.4% | +153.3% | +136.1% | +93.0% |
| All | +396.0% | +164.8% | +231.2% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling