+489.1%
CME vs HLT
+637.7%
-148.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.6% |
| 7D | -2.9% | -2.4% | -0.5% | -2.3% |
| 30D | +5.5% | -4.1% | +9.6% | +6.5% |
| 3M | +11.0% | -10.6% | +21.5% | +13.6% |
| 6M | -9.7% | +2.0% | -11.7% | -10.7% |
| YTD | +4.9% | +6.1% | -1.3% | +2.6% |
| 1Y | +10.1% | +9.8% | +0.3% | +6.6% |
| 3Y | +53.5% | +99.0% | -45.5% | +25.0% |
| 5Y | +77.2% | +151.5% | -74.3% | +31.3% |
| 10Y | +282.1% | +561.1% | -279.0% | +109.0% |
| All | +489.1% | +637.7% | -148.5% | +209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling