+567.6%
HPQ vs CME
+7,469.3%
-6,901.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +6.9% | -1.6% | +8.5% | +7.4% |
| 30D | +14.4% | +6.2% | +8.2% | +12.3% |
| 3M | +25.6% | +10.4% | +15.2% | +21.5% |
| 6M | +75.0% | -9.5% | +84.6% | +79.2% |
| YTD | +50.7% | +6.0% | +44.7% | +46.6% |
| 1Y | +18.7% | +9.3% | +9.4% | +14.2% |
| 3Y | +21.5% | +57.7% | -36.1% | +1.9% |
| 5Y | +31.6% | +77.7% | -46.1% | +5.4% |
| 10Y | +216.1% | +281.2% | -65.2% | +98.6% |
| All | +567.6% | +7,469.3% | -6,901.8% | +67.5% |
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