+312.9%
CME vs HWM
+1,494.1%
-1,181.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.6% | -2.1% | +0.5% | -1.3% |
| 30D | +6.2% | -11.0% | +17.2% | +8.3% |
| 3M | +10.4% | +4.0% | +6.4% | +9.2% |
| 6M | -9.5% | -0.2% | -9.3% | -10.2% |
| YTD | +6.0% | +26.7% | -20.6% | +0.4% |
| 1Y | +9.3% | +44.7% | -35.4% | +0.6% |
| 3Y | +57.7% | +426.1% | -368.4% | +7.5% |
| 5Y | +77.7% | +738.5% | -660.8% | +7.3% |
| All | +312.9% | +1,494.1% | -1,181.2% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling