+75.3%
CME vs HIG
+117.6%
-42.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.5% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +4.2% | -2.8% | +7.0% | +5.0% |
| 3M | +7.3% | +6.3% | +1.0% | +5.5% |
| 6M | -11.4% | -0.1% | -11.3% | -11.6% |
| YTD | +3.5% | +0.4% | +3.1% | +3.1% |
| 1Y | +8.6% | +6.2% | +2.4% | +6.3% |
| 3Y | +51.6% | +101.6% | -50.1% | +21.8% |
| 5Y | +75.3% | +119.8% | -44.6% | +33.1% |
| All | +75.3% | +117.6% | -42.3% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling