+79.1%
CME vs HST
+74.0%
+5.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -1.6% | -1.0% | -0.5% | -1.5% |
| 30D | +6.2% | -12.3% | +18.5% | +7.0% |
| 3M | +10.4% | -6.4% | +16.8% | +10.8% |
| 6M | -9.5% | +15.0% | -24.5% | -10.6% |
| YTD | +6.0% | +30.5% | -24.5% | +3.7% |
| 1Y | +9.3% | +35.7% | -26.4% | +6.4% |
| 3Y | +57.7% | +68.4% | -10.7% | +48.7% |
| All | +79.1% | +74.0% | +5.1% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling