-3.1%
CMG vs HL
+235.2%
-238.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -2.1% | -4.4% | +2.3% | -1.7% |
| 30D | +10.9% | +9.3% | +1.6% | +9.9% |
| 3M | +15.8% | +32.0% | -16.1% | +12.8% |
| 6M | +6.9% | -6.4% | +13.4% | +6.6% |
| YTD | -2.2% | +3.1% | -5.3% | -3.9% |
| 1Y | -7.1% | +77.6% | -84.6% | -13.8% |
| 3Y | -7.1% | +392.8% | -400.0% | -25.4% |
| All | -3.1% | +235.2% | -238.3% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling