+6,781.2%
CME vs HDB
+4,402.6%
+2,378.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | +6.2% | -2.8% | +9.0% | +7.2% |
| 3M | +10.4% | -3.5% | +14.0% | +11.0% |
| 6M | -9.5% | -24.7% | +15.2% | -1.3% |
| YTD | +6.0% | -36.6% | +42.6% | +22.7% |
| 1Y | +9.3% | -34.4% | +43.6% | +24.7% |
| 3Y | +57.7% | -24.4% | +82.1% | +65.8% |
| 5Y | +77.7% | -35.4% | +113.0% | +92.7% |
| 10Y | +281.2% | +39.5% | +241.7% | +184.6% |
| All | +6,781.2% | +4,402.6% | +2,378.5% | +1,989.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling