+226.1%
HPQ vs CI
+143.6%
+82.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.6% |
| 7D | +2.2% | -1.1% | +3.3% | +2.6% |
| 30D | +9.7% | +0.5% | +9.3% | +9.6% |
| 3M | +32.7% | -5.2% | +37.9% | +35.0% |
| 6M | +77.7% | +4.3% | +73.4% | +74.4% |
| YTD | +51.0% | +2.8% | +48.2% | +48.5% |
| 1Y | +18.4% | -5.8% | +24.2% | +18.7% |
| 3Y | +25.6% | +4.7% | +20.8% | +15.8% |
| 5Y | +38.6% | +42.7% | -4.0% | +9.0% |
| 10Y | +226.1% | +141.0% | +85.2% | +106.9% |
| All | +226.1% | +143.6% | +82.5% | +106.9% |
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