-10.7%
CMG vs HST
+38.1%
-48.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.8% | -1.0% | -1.8% | -2.4% |
| 30D | +7.1% | -12.3% | +19.4% | +12.3% |
| 3M | +31.2% | -6.4% | +37.5% | +33.5% |
| 6M | +0.7% | +15.0% | -14.3% | -7.2% |
| YTD | -0.1% | +30.5% | -30.6% | -12.9% |
| 1Y | -10.7% | +35.7% | -46.4% | -24.5% |
| All | -10.7% | +38.1% | -48.9% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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