+1,352.6%
CME vs HBM
+613.3%
+739.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.2% |
| 7D | -1.6% | -6.4% | +4.8% | -1.1% |
| 30D | +6.2% | +5.9% | +0.3% | +5.6% |
| 3M | +10.4% | -8.9% | +19.3% | +10.6% |
| 6M | -9.5% | +10.7% | -20.2% | -11.4% |
| YTD | +6.0% | +38.3% | -32.3% | +1.4% |
| 1Y | +9.3% | +121.3% | -112.1% | -0.3% |
| 3Y | +57.7% | +450.6% | -392.9% | +28.0% |
| 5Y | +77.7% | +338.0% | -260.3% | +43.3% |
| 10Y | +281.2% | +578.6% | -297.4% | +159.6% |
| All | +1,352.6% | +613.3% | +739.3% | +691.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling