+2,524.6%
HPQ vs CI
+7,992.0%
-5,467.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -0.6% | +0.1% | -0.8% | -0.6% |
| 30D | -6.5% | +4.7% | -11.1% | -7.5% |
| 3M | -5.1% | +5.2% | -10.3% | -6.3% |
| 6M | +27.3% | +3.8% | +23.5% | +25.8% |
| YTD | +31.7% | +9.2% | +22.5% | +28.1% |
| 1Y | +13.0% | +14.3% | -1.3% | +8.6% |
| 3Y | +18.3% | +8.4% | +9.9% | +11.9% |
| 5Y | +7.4% | +50.0% | -42.7% | -7.6% |
| 10Y | +154.8% | +142.2% | +12.6% | +91.2% |
| All | +2,524.6% | +7,992.0% | -5,467.4% | +472.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling