+25.1%
HPQ vs CME
+52.6%
-27.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +4.8% |
| 7D | +2.2% | -0.6% | +2.9% | +2.1% |
| 30D | +9.7% | +4.7% | +5.1% | +10.6% |
| 3M | +32.7% | +7.8% | +24.9% | +34.2% |
| 6M | +77.7% | -11.0% | +88.7% | +72.4% |
| YTD | +51.0% | +4.0% | +47.0% | +52.5% |
| 1Y | +18.4% | +9.1% | +9.3% | +21.5% |
| All | +25.1% | +52.6% | -27.5% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling