+32.2%
HPQ vs CI
+40.1%
-7.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.2% |
| 7D | -0.5% | -2.0% | +1.5% | -0.1% |
| 30D | +3.7% | -1.8% | +5.5% | +4.1% |
| 3M | +24.3% | -4.2% | +28.5% | +25.3% |
| 6M | +64.8% | +2.7% | +62.1% | +63.7% |
| YTD | +43.9% | +1.9% | +42.0% | +43.0% |
| 1Y | +11.7% | -6.3% | +17.9% | +12.2% |
| 3Y | +19.7% | +3.9% | +15.8% | +13.8% |
| 5Y | +32.2% | +41.9% | -9.7% | +8.9% |
| All | +32.2% | +40.1% | -7.9% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling