+506.3%
HPQ vs CME
+8,496.5%
-7,990.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +3.2% | +3.9% | -0.8% | +2.0% |
| 30D | -3.6% | +11.3% | -14.9% | -6.8% |
| 3M | -5.3% | +19.6% | -24.8% | -10.5% |
| 6M | +41.1% | +8.1% | +33.1% | +37.0% |
| YTD | +36.9% | +20.4% | +16.5% | +27.9% |
| 1Y | +23.5% | +16.5% | +7.0% | +16.6% |
| 3Y | +19.6% | +66.4% | -46.9% | -1.2% |
| 5Y | +11.4% | +74.5% | -63.1% | -10.2% |
| 10Y | +160.6% | +308.5% | -147.9% | +60.1% |
| All | +506.3% | +8,496.5% | -7,990.2% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling