+63.7%
HPE vs CME
+13.4%
+50.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +6.4% |
| 7D | +0.3% | +2.5% | -2.1% | +2.0% |
| 30D | -28.6% | +13.9% | -42.5% | -21.1% |
| 3M | -7.4% | +22.4% | -29.7% | +7.2% |
| 6M | +63.7% | +12.9% | +50.8% | +73.8% |
| All | +63.7% | +13.4% | +50.3% | +73.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling