+621.7%
HPE vs CME
+386.9%
+234.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -0.6% | -1.6% | +1.0% | -0.1% |
| 30D | -2.3% | +6.2% | -8.5% | -4.2% |
| 3M | -2.9% | +10.4% | -13.3% | -6.4% |
| 6M | +143.6% | -9.5% | +153.1% | +149.6% |
| YTD | +118.5% | +6.0% | +112.5% | +110.8% |
| 1Y | +129.2% | +9.3% | +119.9% | +118.2% |
| 3Y | +212.5% | +57.7% | +154.9% | +146.6% |
| 5Y | +286.9% | +77.7% | +209.2% | +182.0% |
| 10Y | +432.3% | +281.2% | +151.1% | +159.7% |
| All | +621.7% | +386.9% | +234.8% | +191.7% |
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