+2,029.8%
HD vs CME
+7,469.3%
-5,439.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -2.1% | -1.6% | -0.5% | -1.6% |
| 30D | -8.4% | +6.2% | -14.7% | -10.2% |
| 3M | +4.3% | +10.4% | -6.1% | +0.6% |
| 6M | -11.1% | -9.5% | -1.6% | -9.2% |
| YTD | -4.7% | +6.0% | -10.7% | -7.6% |
| 1Y | -19.8% | +9.3% | -29.1% | -23.1% |
| 3Y | +4.1% | +57.7% | -53.6% | -12.7% |
| 5Y | +10.3% | +77.7% | -67.4% | -12.0% |
| 10Y | +203.2% | +281.2% | -78.1% | +86.3% |
| All | +2,029.8% | +7,469.3% | -5,439.5% | +639.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling