+32.1%
HPQ vs CME
+77.7%
-45.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.4% |
| 7D | -0.5% | -2.9% | +2.4% | -0.2% |
| 30D | +3.7% | +5.5% | -1.8% | +3.1% |
| 3M | +24.3% | +11.0% | +13.3% | +22.9% |
| 6M | +64.8% | -9.7% | +74.4% | +66.4% |
| YTD | +43.9% | +4.9% | +39.0% | +42.4% |
| 1Y | +11.7% | +10.1% | +1.6% | +9.7% |
| 3Y | +19.7% | +53.5% | -33.8% | +4.2% |
| All | +32.1% | +77.7% | -45.5% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling