+10.9%
CMG vs HLT
+46.7%
-35.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.5% | +2.3% | +3.8% |
| 7D | +22.5% | +7.7% | +14.8% | +17.6% |
| 30D | +14.1% | +19.1% | -5.0% | +3.4% |
| 3M | +4.1% | +20.7% | -16.6% | -6.6% |
| 6M | +10.1% | +21.0% | -11.0% | -2.7% |
| YTD | -4.9% | +31.3% | -36.1% | -21.1% |
| 1Y | +10.9% | +45.9% | -35.0% | -17.6% |
| All | +10.9% | +46.7% | -35.8% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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