+65.3%
CME vs HST
+89.2%
-23.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.2% |
| 7D | +2.5% | -1.3% | +3.7% | +2.4% |
| 30D | +13.9% | +13.4% | +0.6% | +14.8% |
| 3M | +22.4% | +16.7% | +5.7% | +23.5% |
| 6M | +12.9% | +24.0% | -11.1% | +14.4% |
| YTD | +19.6% | +54.0% | -34.4% | +22.0% |
| 1Y | +17.7% | +55.0% | -37.4% | +20.1% |
| All | +65.3% | +89.2% | -23.9% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling