+238.2%
HL vs CME
+76.3%
+161.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -5.6% | -2.4% | -3.2% | -5.3% |
| 30D | +12.7% | +6.2% | +6.6% | +11.3% |
| 3M | +42.5% | +4.4% | +38.1% | +41.1% |
| 6M | -9.0% | -9.6% | +0.6% | -7.0% |
| YTD | +4.4% | +3.8% | +0.6% | +2.7% |
| 1Y | +82.7% | +9.5% | +73.1% | +76.8% |
| 3Y | +406.3% | +51.9% | +354.4% | +333.6% |
| 5Y | +238.2% | +78.7% | +159.5% | +169.9% |
| All | +238.2% | +76.3% | +161.9% | +169.9% |
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