+7,654.3%
CME vs HIG
+380.8%
+7,273.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +13.5% | +4.4% | +9.1% | +12.3% |
| 3M | +20.9% | 0.0% | +20.9% | +20.9% |
| 6M | +11.5% | +3.8% | +7.7% | +10.4% |
| YTD | +19.5% | +0.7% | +18.8% | +18.9% |
| 1Y | +17.2% | +5.0% | +12.2% | +15.5% |
| 3Y | +65.1% | +95.3% | -30.2% | +38.6% |
| 5Y | +73.1% | +110.8% | -37.7% | +41.3% |
| 10Y | +305.3% | +261.9% | +43.4% | +181.8% |
| All | +7,654.3% | +380.8% | +7,273.5% | +4,347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling