+245.3%
HD vs CME
+297.2%
-51.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.6% |
| 7D | -1.2% | +2.5% | -3.6% | -2.0% |
| 30D | +20.9% | +13.9% | +6.9% | +15.9% |
| 3M | -0.2% | +22.4% | -22.5% | -6.7% |
| 6M | +14.5% | +12.9% | +1.6% | +9.3% |
| YTD | +4.3% | +19.6% | -15.3% | -3.1% |
| 1Y | -3.5% | +17.7% | -21.1% | -9.9% |
| 3Y | +30.1% | +65.3% | -35.2% | +4.3% |
| 5Y | +8.5% | +75.1% | -66.7% | -16.6% |
| 10Y | +245.3% | +305.8% | -60.5% | +111.7% |
| All | +245.3% | +297.2% | -51.9% | +111.7% |
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