+17.7%
CME vs HST
+54.6%
-36.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.1% |
| 7D | +2.5% | -1.3% | +3.7% | +2.3% |
| 30D | +13.9% | +13.4% | +0.6% | +15.9% |
| 3M | +22.4% | +16.7% | +5.7% | +25.1% |
| 6M | +12.9% | +24.0% | -11.1% | +17.0% |
| YTD | +19.6% | +54.0% | -34.4% | +25.3% |
| 1Y | +17.7% | +55.0% | -37.4% | +23.2% |
| All | +17.7% | +54.6% | -36.9% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling