-3.5%
HD vs CME
+17.8%
-21.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.5% | +2.7% | -3.2% | -0.3% |
| 30D | +18.5% | +13.5% | +5.0% | +20.3% |
| 3M | +2.2% | +20.9% | -18.8% | +5.0% |
| 6M | +13.8% | +11.5% | +2.3% | +15.3% |
| YTD | +3.4% | +19.5% | -16.1% | +6.4% |
| 1Y | -3.5% | +17.2% | -20.7% | -0.4% |
| All | -3.5% | +17.8% | -21.3% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling