+250.8%
CMG vs HLT
+641.9%
-391.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -3.8% | -2.6% | -1.3% | -2.7% |
| 30D | +12.9% | -2.6% | +15.5% | +14.2% |
| 3M | +18.8% | -9.4% | +28.2% | +23.8% |
| 6M | +4.1% | +2.7% | +1.3% | +2.5% |
| YTD | -2.4% | +6.8% | -9.1% | -5.5% |
| 1Y | -6.7% | +12.4% | -19.0% | -11.7% |
| 3Y | -7.1% | +100.2% | -107.3% | -31.7% |
| 5Y | -5.0% | +143.7% | -148.7% | -36.3% |
| 10Y | +323.5% | +584.9% | -261.3% | +90.5% |
| All | +250.8% | +641.9% | -391.2% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling