+5.8%
HD vs CME
+69.3%
-63.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +4.3% | +0.9% | +3.4% | +4.2% |
| 30D | +20.2% | +13.2% | +7.0% | +18.7% |
| 3M | -1.0% | +16.3% | -17.3% | -2.5% |
| 6M | +7.9% | +7.1% | +0.8% | +7.4% |
| YTD | +2.0% | +15.8% | -13.8% | -0.2% |
| 1Y | -4.3% | +17.1% | -21.4% | -6.5% |
| 3Y | +25.9% | +63.2% | -37.2% | +12.2% |
| All | +5.8% | +69.3% | -63.6% | -9.0% |
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