+133.9%
HL vs CME
+8.4%
+125.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.6% |
| 7D | +1.5% | -1.6% | +3.1% | +1.1% |
| 30D | +25.1% | +6.2% | +18.8% | +26.6% |
| 3M | +22.9% | +10.4% | +12.5% | +25.3% |
| 6M | -4.9% | -9.5% | +4.6% | -2.7% |
| YTD | +7.8% | +6.0% | +1.8% | +10.7% |
| 1Y | +133.9% | +9.3% | +124.6% | +153.1% |
| All | +133.9% | +8.4% | +125.5% | +153.1% |
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