+254.2%
HD vs CME
+331.0%
-76.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +4.3% | +0.9% | +3.4% | +4.1% |
| 30D | +20.2% | +13.2% | +7.0% | +15.5% |
| 3M | -1.0% | +16.3% | -17.3% | -5.9% |
| 6M | +7.9% | +7.1% | +0.8% | +4.9% |
| YTD | +2.0% | +15.8% | -13.8% | -4.2% |
| 1Y | -4.3% | +17.1% | -21.4% | -10.6% |
| 3Y | +25.9% | +63.2% | -37.2% | +1.2% |
| 5Y | +5.8% | +70.2% | -64.4% | -17.8% |
| All | +254.2% | +331.0% | -76.8% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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