+299.5%
CME vs HWM
+1,636.6%
-1,337.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.3% |
| 7D | -0.6% | +1.6% | -2.2% | -1.0% |
| 30D | +8.5% | -3.9% | +12.5% | +8.9% |
| 3M | +16.0% | -23.2% | +39.3% | +20.9% |
| 6M | +9.3% | -20.0% | +29.3% | +12.8% |
| YTD | +15.3% | +5.7% | +9.6% | +12.2% |
| 1Y | +14.4% | +4.9% | +9.5% | +11.4% |
| 3Y | +59.9% | +347.0% | -287.1% | +11.4% |
| 5Y | +69.4% | +563.0% | -493.6% | +6.2% |
| 10Y | +299.5% | +1,579.2% | -1,279.7% | +84.3% |
| All | +299.5% | +1,636.6% | -1,337.1% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling