+17.1%
CME vs HST
+57.3%
-40.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | -2.7% | +3.6% | +0.6% |
| 30D | +13.2% | +10.7% | +2.5% | +14.7% |
| 3M | +16.3% | +6.3% | +10.0% | +17.2% |
| 6M | +7.1% | +19.0% | -11.8% | +10.1% |
| YTD | +15.8% | +47.0% | -31.2% | +19.4% |
| 1Y | +17.1% | +53.4% | -36.4% | +20.4% |
| All | +17.1% | +57.3% | -40.2% | +20.4% |
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