+17.4%
CME vs HBM
+33.2%
-15.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.5% | -1.3% | +3.7% | +2.4% |
| 30D | +13.9% | -14.8% | +28.8% | +12.8% |
| 3M | +22.4% | -20.7% | +43.1% | +20.7% |
| 6M | +12.9% | -13.9% | +26.8% | +12.8% |
| YTD | +19.6% | +10.6% | +9.0% | +20.2% |
| All | +17.4% | +33.2% | -15.8% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling