+53.5%
CME vs HBM
+522.1%
-468.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.8% | -0.8% |
| 7D | -2.9% | +7.4% | -10.2% | -2.6% |
| 30D | +5.5% | +5.1% | +0.5% | +5.8% |
| 3M | +11.0% | +11.1% | -0.2% | +11.9% |
| 6M | -9.7% | +30.2% | -39.9% | -8.3% |
| YTD | +4.9% | +46.2% | -41.4% | +7.1% |
| 1Y | +10.1% | +120.0% | -110.0% | +13.9% |
| 3Y | +53.5% | +527.4% | -473.9% | +63.0% |
| All | +53.5% | +522.1% | -468.5% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling