+328.9%
CME vs HWM
+1,473.3%
-1,144.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -0.9% |
| 7D | +0.9% | +3.4% | -2.5% | +0.2% |
| 30D | +13.2% | -7.5% | +20.7% | +14.4% |
| 3M | +16.3% | -28.9% | +45.1% | +22.8% |
| 6M | +7.1% | -19.6% | +26.7% | +10.3% |
| YTD | +15.8% | +0.6% | +15.2% | +13.7% |
| 1Y | +17.1% | +0.3% | +16.8% | +14.9% |
| 3Y | +63.2% | +326.1% | -263.0% | +14.6% |
| 5Y | +70.2% | +525.2% | -455.0% | +7.7% |
| All | +328.9% | +1,473.3% | -1,144.4% | +99.4% |
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