-1.9%
HD vs CME
+15.2%
-17.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | +3.6% | -0.6% | +4.2% | +3.5% |
| 30D | +21.6% | +8.5% | +13.0% | +22.9% |
| 3M | +0.1% | +16.0% | -15.9% | +2.5% |
| 6M | +13.0% | +9.3% | +3.6% | +14.5% |
| YTD | +4.9% | +15.3% | -10.4% | +7.7% |
| All | -1.9% | +15.2% | -17.0% | +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