+181.8%
HPE vs CMI
+0.6%
+181.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.9% |
| 7D | +13.6% | +0.7% | +12.9% | +12.9% |
| 30D | +7.7% | -12.3% | +20.0% | +17.7% |
| 3M | +22.4% | -16.8% | +39.2% | +38.3% |
| All | +181.8% | +0.6% | +181.2% | +186.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling