+249.2%
HPE vs CME
+52.8%
+196.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.1% | +8.8% | +7.3% |
| 7D | +10.1% | -2.9% | +13.0% | +8.9% |
| 30D | +5.3% | +5.5% | -0.2% | +7.6% |
| 3M | +12.7% | +11.0% | +1.7% | +17.9% |
| 6M | +167.7% | -9.7% | +177.4% | +164.0% |
| YTD | +135.5% | +4.9% | +130.6% | +143.4% |
| 1Y | +143.4% | +10.1% | +133.3% | +156.7% |
| 3Y | +249.2% | +53.5% | +195.7% | +295.4% |
| All | +249.2% | +52.8% | +196.4% | +295.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling