-7.1%
CMG vs HL
+82.6%
-89.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -2.1% | -4.4% | +2.3% | -1.9% |
| 30D | +10.9% | +9.3% | +1.6% | +10.3% |
| 3M | +15.8% | +32.0% | -16.1% | +14.2% |
| 6M | +6.9% | -6.4% | +13.4% | +6.6% |
| YTD | -2.2% | +3.1% | -5.3% | -2.3% |
| 1Y | -7.1% | +77.6% | -84.6% | -3.8% |
| All | -7.1% | +82.6% | -89.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling