+112.5%
HL vs CME
+75.0%
+37.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.4% |
| 7D | -7.6% | +2.7% | -10.3% | -7.9% |
| 30D | -17.5% | +13.5% | -31.0% | -18.9% |
| 3M | -26.2% | +20.9% | -47.1% | -28.4% |
| 6M | -35.1% | +11.5% | -46.6% | -36.0% |
| YTD | -30.4% | +19.5% | -49.9% | -32.9% |
| 1Y | -14.0% | +17.2% | -31.2% | -16.6% |
| 3Y | +256.3% | +65.1% | +191.2% | +206.6% |
| 5Y | +112.5% | +73.1% | +39.4% | +64.8% |
| All | +112.5% | +75.0% | +37.5% | +64.8% |
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