+280.6%
CME vs HIG
+314.4%
-33.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | -0.6% | -0.5% | -0.2% | -0.5% |
| 30D | +4.7% | -2.8% | +7.5% | +5.8% |
| 3M | +7.8% | +6.3% | +1.5% | +5.2% |
| 6M | -11.0% | -0.1% | -10.9% | -11.3% |
| YTD | +4.0% | +0.4% | +3.6% | +3.3% |
| 1Y | +9.1% | +6.2% | +2.9% | +5.9% |
| 3Y | +52.3% | +101.6% | -49.3% | +12.9% |
| 5Y | +76.1% | +119.8% | -43.8% | +23.5% |
| 10Y | +280.6% | +311.7% | -31.1% | +90.0% |
| All | +280.6% | +314.4% | -33.8% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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