+53.5%
CME vs HIG
+99.1%
-45.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.6% |
| 7D | -2.9% | -1.1% | -1.8% | -2.6% |
| 30D | +5.5% | -4.9% | +10.4% | +6.8% |
| 3M | +11.0% | +6.8% | +4.2% | +9.2% |
| 6M | -9.7% | -1.7% | -8.0% | -9.5% |
| YTD | +4.9% | -0.2% | +5.1% | +4.6% |
| 1Y | +10.1% | +5.7% | +4.4% | +8.2% |
| 3Y | +53.5% | +100.3% | -46.8% | +30.2% |
| All | +53.5% | +99.1% | -45.6% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling