+10.8%
HD vs CME
+78.2%
-67.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -2.1% | -1.6% | -0.5% | -1.9% |
| 30D | -8.4% | +6.2% | -14.7% | -9.0% |
| 3M | +4.3% | +10.4% | -6.1% | +3.2% |
| 6M | -11.1% | -9.5% | -1.6% | -9.7% |
| YTD | -4.7% | +6.0% | -10.7% | -5.9% |
| 1Y | -19.8% | +9.3% | -29.1% | -21.4% |
| 3Y | +4.1% | +57.7% | -53.6% | -8.5% |
| All | +10.8% | +78.2% | -67.4% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling