+18.3%
HPQ vs CI
+6.0%
+12.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -0.6% | +0.1% | -0.8% | -0.6% |
| 30D | -6.5% | +4.7% | -11.1% | -6.8% |
| 3M | -5.1% | +5.2% | -10.3% | -5.5% |
| 6M | +27.3% | +3.8% | +23.5% | +26.9% |
| YTD | +31.7% | +9.2% | +22.5% | +30.6% |
| 1Y | +13.0% | +14.3% | -1.3% | +11.7% |
| 3Y | +18.3% | +8.4% | +9.9% | +15.3% |
| All | +18.3% | +6.0% | +12.3% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling