+257.9%
HD vs CME
+320.1%
-62.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +3.6% | -0.6% | +4.2% | +3.8% |
| 30D | +21.6% | +8.5% | +13.0% | +18.4% |
| 3M | +0.1% | +16.0% | -15.9% | -4.8% |
| 6M | +13.0% | +9.3% | +3.6% | +9.0% |
| YTD | +4.9% | +15.3% | -10.4% | -1.3% |
| 1Y | -2.1% | +14.4% | -16.5% | -7.7% |
| 3Y | +32.6% | +59.9% | -27.3% | +7.4% |
| 5Y | +8.2% | +69.4% | -61.2% | -15.9% |
| 10Y | +257.9% | +299.5% | -41.6% | +115.5% |
| All | +257.9% | +320.1% | -62.2% | +115.5% |
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