+457.9%
HL vs CME
+7,469.3%
-7,011.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +1.5% | -1.6% | +3.1% | +2.0% |
| 30D | +25.1% | +6.2% | +18.8% | +21.8% |
| 3M | +22.9% | +10.4% | +12.5% | +17.1% |
| 6M | -4.9% | -9.5% | +4.6% | -2.7% |
| YTD | +7.8% | +6.0% | +1.8% | +3.5% |
| 1Y | +133.9% | +9.3% | +124.6% | +121.4% |
| 3Y | +380.9% | +57.7% | +323.2% | +286.7% |
| 5Y | +230.2% | +77.7% | +152.5% | +150.7% |
| 10Y | +265.6% | +281.2% | -15.7% | +94.0% |
| All | +457.9% | +7,469.3% | -7,011.4% | +31.8% |
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 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