+7,663.4%
CME vs HIG
+381.8%
+7,281.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +2.5% | -0.7% | +3.1% | +2.6% |
| 30D | +13.9% | +5.4% | +8.6% | +12.5% |
| 3M | +22.4% | -0.9% | +23.3% | +22.6% |
| 6M | +12.9% | +4.8% | +8.1% | +11.5% |
| YTD | +19.6% | +0.9% | +18.7% | +19.0% |
| 1Y | +17.7% | +6.5% | +11.2% | +15.5% |
| 3Y | +65.3% | +95.7% | -30.4% | +38.7% |
| 5Y | +75.1% | +107.1% | -31.9% | +43.6% |
| 10Y | +305.8% | +262.6% | +43.1% | +182.0% |
| All | +7,663.4% | +381.8% | +7,281.6% | +4,350.0% |
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