+280.6%
CME vs HBM
+625.8%
-345.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -0.6% | +5.5% | -6.2% | -0.9% |
| 30D | +4.7% | +3.3% | +1.4% | +4.4% |
| 3M | +7.8% | +12.7% | -4.8% | +6.9% |
| 6M | -11.0% | +28.2% | -39.2% | -12.9% |
| YTD | +4.0% | +45.3% | -41.3% | +0.8% |
| 1Y | +9.1% | +121.7% | -112.6% | +2.6% |
| 3Y | +52.3% | +523.5% | -471.2% | +30.1% |
| 5Y | +76.1% | +393.9% | -317.8% | +50.0% |
| 10Y | +280.6% | +647.9% | -367.3% | +177.8% |
| All | +280.6% | +625.8% | -345.2% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling