+599.2%
HPE vs CME
+449.3%
+149.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.2% |
| 7D | +0.3% | +2.5% | -2.1% | -0.4% |
| 30D | -28.6% | +13.9% | -42.5% | -31.5% |
| 3M | -7.4% | +22.4% | -29.7% | -13.3% |
| 6M | +63.7% | +12.9% | +50.8% | +55.8% |
| YTD | +111.7% | +19.6% | +92.1% | +96.0% |
| 1Y | +123.5% | +17.7% | +105.8% | +108.0% |
| 3Y | +238.7% | +65.3% | +173.4% | +166.0% |
| 5Y | +261.0% | +75.1% | +185.9% | +170.7% |
| 10Y | +390.2% | +305.8% | +84.4% | +136.5% |
| All | +599.2% | +449.3% | +149.9% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling