+217.2%
HPQ vs CME
+280.4%
-63.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | +3.5% | -2.4% | +5.9% | +4.4% |
| 30D | +13.7% | +6.2% | +7.5% | +11.2% |
| 3M | +33.9% | +4.4% | +29.5% | +31.4% |
| 6M | +80.9% | -9.6% | +90.6% | +86.4% |
| YTD | +52.6% | +3.8% | +48.8% | +48.5% |
| 1Y | +21.2% | +9.5% | +11.7% | +15.3% |
| 3Y | +26.9% | +51.9% | -25.0% | +0.9% |
| 5Y | +41.1% | +78.7% | -37.6% | +1.7% |
| All | +217.2% | +280.4% | -63.2% | +79.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling