+328.9%
CME vs HST
+142.8%
+186.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | -2.7% | +3.6% | +1.4% |
| 30D | +13.2% | +10.7% | +2.5% | +10.8% |
| 3M | +16.3% | +6.3% | +10.0% | +14.7% |
| 6M | +7.1% | +19.0% | -11.8% | +2.9% |
| YTD | +15.8% | +47.0% | -31.2% | +5.9% |
| 1Y | +17.1% | +53.4% | -36.4% | +5.9% |
| 3Y | +63.2% | +78.0% | -14.8% | +39.7% |
| 5Y | +70.2% | +71.7% | -1.5% | +42.4% |
| All | +328.9% | +142.8% | +186.0% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling