+325.9%
CMG vs HST
+133.7%
+192.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.5% | +3.6% | -1.1% | +1.4% |
| 30D | +15.6% | +11.2% | +4.4% | +11.8% |
| 3M | +8.2% | +13.1% | -4.9% | +4.1% |
| 6M | +9.9% | +23.9% | -14.0% | +2.5% |
| YTD | -4.6% | +52.3% | -56.9% | -16.6% |
| 1Y | +12.4% | +56.7% | -44.2% | -2.5% |
| 3Y | -18.0% | +87.5% | -105.5% | -33.7% |
| 5Y | -5.3% | +82.8% | -88.1% | -24.0% |
| All | +325.9% | +133.7% | +192.2% | +208.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling