+370.3%
HPE vs CME
+308.7%
+61.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.9% |
| 7D | +7.9% | +3.9% | +3.9% | +6.7% |
| 30D | -23.5% | +11.3% | -34.8% | -25.9% |
| 3M | -19.1% | +19.6% | -38.6% | -23.5% |
| 6M | +51.4% | +8.1% | +43.3% | +46.7% |
| YTD | +103.4% | +20.4% | +83.0% | +88.7% |
| 1Y | +114.4% | +16.5% | +97.9% | +101.1% |
| 3Y | +224.7% | +66.4% | +158.2% | +155.8% |
| 5Y | +277.8% | +74.5% | +203.3% | +185.7% |
| All | +370.3% | +308.7% | +61.6% | +135.3% |
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