+156.1%
HPQ vs CI
+146.2%
+9.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +3.2% | +1.2% | +2.0% | +2.7% |
| 30D | -3.6% | +2.6% | -6.2% | -4.4% |
| 3M | -5.3% | +7.4% | -12.7% | -7.6% |
| 6M | +41.1% | -0.1% | +41.2% | +40.8% |
| YTD | +36.9% | +9.7% | +27.1% | +31.5% |
| 1Y | +23.5% | +12.1% | +11.4% | +17.8% |
| 3Y | +19.6% | +7.0% | +12.6% | +10.1% |
| 5Y | +11.4% | +49.7% | -38.3% | -13.7% |
| All | +156.1% | +146.2% | +9.9% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling