+3,994.3%
CMG vs HL
+404.5%
+3,589.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.7% |
| 7D | -6.5% | +0.4% | -6.8% | -6.5% |
| 30D | +12.1% | +18.8% | -6.7% | +10.1% |
| 3M | +20.6% | +43.7% | -23.1% | +15.8% |
| 6M | +2.1% | -1.0% | +3.1% | +1.1% |
| YTD | -2.6% | +8.7% | -11.3% | -5.2% |
| 1Y | -8.7% | +105.0% | -113.7% | -17.4% |
| 3Y | -7.4% | +427.3% | -434.7% | -26.4% |
| 5Y | -5.7% | +249.3% | -255.0% | -23.8% |
| 10Y | +322.3% | +284.2% | +38.2% | +204.0% |
| All | +3,994.3% | +404.5% | +3,589.8% | +1,934.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling