+7,418.1%
CME vs HDB
+4,783.4%
+2,634.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.1% |
| 7D | +0.9% | +13.3% | -12.4% | -3.6% |
| 30D | +13.2% | +13.6% | -0.4% | +8.0% |
| 3M | +16.3% | +5.8% | +10.5% | +13.5% |
| 6M | +7.1% | -1.9% | +9.0% | +6.6% |
| YTD | +15.8% | -31.2% | +47.0% | +29.8% |
| 1Y | +17.1% | -29.6% | +46.6% | +30.0% |
| 3Y | +63.2% | -10.1% | +73.3% | +60.8% |
| 5Y | +70.2% | -24.3% | +94.6% | +73.8% |
| 10Y | +337.0% | +59.3% | +277.7% | +209.8% |
| All | +7,418.1% | +4,783.4% | +2,634.7% | +2,109.8% |
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