+52.1%
CME vs HLT
+99.0%
-46.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -1.6% | -1.6% | 0.0% | -1.6% |
| 30D | +5.6% | -5.0% | +10.6% | +5.5% |
| 3M | +5.6% | -10.4% | +16.0% | +5.3% |
| 6M | -8.3% | +3.2% | -11.5% | -8.3% |
| YTD | +4.3% | +6.7% | -2.4% | +4.2% |
| 1Y | +9.1% | +10.3% | -1.2% | +8.8% |
| 3Y | +52.1% | +99.3% | -47.3% | +46.5% |
| All | +52.1% | +99.0% | -46.9% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling