+21.3%
HPQ vs CME
+19.8%
+1.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.4% | +4.5% | +5.8% |
| 7D | -7.8% | +4.8% | -12.6% | -7.9% |
| 30D | -4.9% | +14.2% | -19.1% | -5.0% |
| 3M | +4.9% | +17.9% | -13.1% | +4.8% |
| 6M | +47.1% | +7.2% | +39.8% | +45.5% |
| YTD | +39.5% | +16.7% | +22.8% | +36.4% |
| 1Y | +21.3% | +19.6% | +1.7% | +18.0% |
| All | +21.3% | +19.8% | +1.5% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling