+20.0%
HPQ vs CME
+9.3%
+10.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +4.9% |
| 7D | +2.2% | -0.6% | +2.9% | +2.2% |
| 30D | +9.7% | +4.7% | +5.1% | +9.7% |
| 3M | +32.7% | +7.8% | +24.9% | +32.6% |
| 6M | +77.7% | -11.0% | +88.7% | +76.2% |
| YTD | +51.0% | +4.0% | +47.0% | +48.8% |
| All | +20.0% | +9.3% | +10.7% | +19.8% |
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