+10.1%
CME vs HDB
-36.7%
+46.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.1% |
| 7D | -2.9% | -2.0% | -0.8% | -2.9% |
| 30D | +5.5% | -4.9% | +10.4% | +5.4% |
| 3M | +11.0% | -2.3% | +13.3% | +10.4% |
| 6M | -9.7% | -23.7% | +14.0% | -8.4% |
| YTD | +4.9% | -38.5% | +43.3% | +8.0% |
| 1Y | +10.1% | -36.5% | +46.5% | +12.3% |
| All | +10.1% | -36.7% | +46.8% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling