+717.5%
HPE vs CNI
+151.7%
+565.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.9% | +5.6% |
| 7D | +13.6% | +0.9% | +12.8% | +13.0% |
| 30D | +7.7% | -2.1% | +9.8% | +9.2% |
| 3M | +22.4% | +1.8% | +20.6% | +20.2% |
| 6M | +172.6% | +14.8% | +157.8% | +145.9% |
| YTD | +147.5% | +25.4% | +122.1% | +109.9% |
| 1Y | +151.8% | +32.9% | +118.9% | +104.8% |
| 3Y | +267.1% | +20.2% | +246.9% | +213.3% |
| 5Y | +362.8% | +12.2% | +350.6% | +307.1% |
| 10Y | +540.2% | +136.0% | +404.2% | +218.6% |
| All | +717.5% | +151.7% | +565.8% | +281.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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