+362.8%
HPE vs CME
+75.4%
+287.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.0% |
| 7D | +13.6% | -1.1% | +14.7% | +13.6% |
| 30D | +7.7% | +4.2% | +3.5% | +8.0% |
| 3M | +22.4% | +7.3% | +15.0% | +23.1% |
| 6M | +172.6% | -11.4% | +184.0% | +175.5% |
| YTD | +147.5% | +3.5% | +144.0% | +147.9% |
| 1Y | +151.8% | +8.6% | +143.2% | +151.5% |
| 3Y | +267.1% | +51.6% | +215.5% | +237.7% |
| 5Y | +362.8% | +75.3% | +287.5% | +282.8% |
| All | +362.8% | +75.4% | +287.4% | +282.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling