+280.6%
CME vs HDB
+32.4%
+248.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | -0.6% | -4.9% | +4.2% | +0.5% |
| 30D | +4.7% | -5.8% | +10.5% | +6.1% |
| 3M | +7.8% | -5.2% | +13.0% | +8.6% |
| 6M | -11.0% | -25.7% | +14.7% | -5.2% |
| YTD | +4.0% | -39.6% | +43.6% | +16.4% |
| 1Y | +9.1% | -36.9% | +46.0% | +20.6% |
| 3Y | +52.3% | -29.7% | +82.0% | +60.8% |
| 5Y | +76.1% | -37.8% | +113.9% | +89.1% |
| 10Y | +280.6% | +33.7% | +246.9% | +214.3% |
| All | +280.6% | +32.4% | +248.1% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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