+213.9%
HPQ vs CME
+281.2%
-67.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.2% |
| 7D | +2.2% | -0.6% | +2.9% | +2.5% |
| 30D | +9.7% | +4.7% | +5.1% | +7.9% |
| 3M | +32.7% | +7.8% | +24.9% | +28.8% |
| 6M | +77.7% | -11.0% | +88.7% | +84.2% |
| YTD | +51.0% | +4.0% | +47.0% | +46.9% |
| 1Y | +18.4% | +9.1% | +9.3% | +12.8% |
| 3Y | +25.6% | +52.3% | -26.7% | -0.2% |
| 5Y | +38.6% | +76.1% | -37.5% | +0.6% |
| All | +213.9% | +281.2% | -67.4% | +77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling