+30.7%
HD vs CME
+65.9%
-35.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.2% |
| 7D | +1.5% | +3.9% | -2.4% | +1.7% |
| 30D | +18.0% | +11.3% | +6.7% | +18.8% |
| 3M | +2.8% | +19.6% | -16.8% | +4.3% |
| 6M | +17.0% | +8.1% | +8.9% | +18.0% |
| YTD | +3.5% | +20.4% | -16.9% | +5.1% |
| 1Y | -2.6% | +16.5% | -19.1% | -1.2% |
| 3Y | +30.7% | +66.4% | -35.7% | +32.5% |
| All | +30.7% | +65.9% | -35.2% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling