+78.7%
CME vs HLT
+145.1%
-66.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.4% | -2.6% | +0.2% | -2.1% |
| 30D | +6.2% | -2.6% | +8.8% | +6.4% |
| 3M | +4.4% | -9.4% | +13.8% | +5.3% |
| 6M | -9.6% | +2.7% | -12.4% | -10.2% |
| YTD | +3.8% | +6.8% | -3.0% | +2.6% |
| 1Y | +9.5% | +12.4% | -2.8% | +7.5% |
| 3Y | +51.9% | +100.2% | -48.2% | +34.8% |
| 5Y | +78.7% | +143.7% | -65.0% | +46.8% |
| All | +78.7% | +145.1% | -66.4% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling