+71.0%
CME vs HDB
-24.7%
+95.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.6% |
| 7D | +0.9% | +13.3% | -12.4% | -0.5% |
| 30D | +13.2% | +13.6% | -0.4% | +11.5% |
| 3M | +16.3% | +5.8% | +10.5% | +15.4% |
| 6M | +7.1% | -1.9% | +9.0% | +7.0% |
| YTD | +15.8% | -31.2% | +47.0% | +21.1% |
| 1Y | +17.1% | -29.6% | +46.6% | +22.0% |
| 3Y | +63.2% | -10.1% | +73.3% | +62.0% |
| All | +71.0% | -24.7% | +95.8% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling