+299.5%
CME vs HDB
+61.5%
+238.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.1% |
| 7D | -0.6% | +13.7% | -14.3% | -3.5% |
| 30D | +8.5% | +15.8% | -7.3% | +4.8% |
| 3M | +16.0% | +9.2% | +6.8% | +13.4% |
| 6M | +9.3% | +3.2% | +6.2% | +7.7% |
| YTD | +15.3% | -29.4% | +44.7% | +24.2% |
| 1Y | +14.4% | -27.9% | +42.3% | +22.6% |
| 3Y | +59.9% | -5.9% | +65.8% | +56.4% |
| 5Y | +69.4% | -23.5% | +92.9% | +72.5% |
| 10Y | +299.5% | +61.3% | +238.2% | +219.1% |
| All | +299.5% | +61.5% | +238.0% | +219.1% |
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