+6,781.2%
CME vs HST
+440.6%
+6,340.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | -1.6% | -1.0% | -0.5% | -1.3% |
| 30D | +6.2% | -12.3% | +18.5% | +11.3% |
| 3M | +10.4% | -6.4% | +16.8% | +12.6% |
| 6M | -9.5% | +15.0% | -24.5% | -15.1% |
| YTD | +6.0% | +30.5% | -24.5% | -5.4% |
| 1Y | +9.3% | +35.7% | -26.4% | -4.3% |
| 3Y | +57.7% | +68.4% | -10.7% | +22.2% |
| 5Y | +77.7% | +73.1% | +4.6% | +28.7% |
| 10Y | +281.2% | +92.7% | +188.5% | +134.1% |
| All | +6,781.2% | +440.6% | +6,340.6% | +2,342.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling