+129.2%
HPE vs CME
+8.4%
+120.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.6% |
| 7D | -0.6% | -1.6% | +1.0% | -1.2% |
| 30D | -2.3% | +6.2% | -8.5% | 0.0% |
| 3M | -2.9% | +10.4% | -13.3% | +1.3% |
| 6M | +143.6% | -9.5% | +153.1% | +149.3% |
| YTD | +118.5% | +6.0% | +112.5% | +120.8% |
| 1Y | +129.2% | +9.3% | +119.9% | +134.9% |
| All | +129.2% | +8.4% | +120.8% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling