+261.2%
HL vs CME
+280.4%
-19.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -5.6% | -2.4% | -3.2% | -5.0% |
| 30D | +12.7% | +6.2% | +6.6% | +10.5% |
| 3M | +42.5% | +4.4% | +38.1% | +39.9% |
| 6M | -9.0% | -9.6% | +0.6% | -7.0% |
| YTD | +4.4% | +3.8% | +0.6% | +1.8% |
| 1Y | +82.7% | +9.5% | +73.1% | +74.7% |
| 3Y | +406.3% | +51.9% | +354.4% | +325.8% |
| 5Y | +238.2% | +78.7% | +159.5% | +165.5% |
| All | +261.2% | +280.4% | -19.1% | +226.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling