+3,994.3%
CMG vs HIG
+154.8%
+3,839.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | -6.5% | -0.5% | -6.0% | -6.4% |
| 30D | +12.1% | -2.8% | +14.9% | +12.6% |
| 3M | +20.6% | +6.3% | +14.2% | +19.3% |
| 6M | +2.1% | -0.1% | +2.2% | +2.1% |
| YTD | -2.6% | +0.4% | -3.1% | -2.8% |
| 1Y | -8.7% | +6.2% | -14.9% | -9.7% |
| 3Y | -7.4% | +101.6% | -109.0% | -17.9% |
| 5Y | -5.7% | +119.8% | -125.5% | -17.9% |
| 10Y | +322.3% | +311.7% | +10.6% | +224.2% |
| All | +3,994.3% | +154.8% | +3,839.5% | +3,571.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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