+388.5%
HPE vs CME
+305.5%
+82.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +13.6% | +2.7% | +10.9% | +12.8% |
| 30D | -27.1% | +13.5% | -40.6% | -29.9% |
| 3M | -14.5% | +20.9% | -35.4% | -19.4% |
| 6M | +66.9% | +11.5% | +55.4% | +60.0% |
| YTD | +111.3% | +19.5% | +91.9% | +96.4% |
| 1Y | +117.5% | +17.2% | +100.3% | +103.4% |
| 3Y | +238.1% | +65.1% | +173.0% | +167.0% |
| 5Y | +292.4% | +73.1% | +219.3% | +197.4% |
| All | +388.5% | +305.5% | +82.9% | +144.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling