+19.6%
CME vs HLT
+46.7%
-27.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +1.5% |
| 7D | +4.8% | +7.7% | -2.9% | +5.1% |
| 30D | +14.2% | +19.1% | -4.9% | +15.2% |
| 3M | +17.9% | +20.7% | -2.8% | +19.0% |
| 6M | +7.2% | +21.0% | -13.8% | +8.6% |
| YTD | +16.7% | +31.3% | -14.5% | +17.2% |
| 1Y | +19.6% | +45.9% | -26.3% | +18.2% |
| All | +19.6% | +46.7% | -27.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling