+361.4%
CMG vs HST
+143.8%
+217.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +4.1% | -1.3% | +5.4% | +4.4% |
| 30D | +20.5% | +13.4% | +7.2% | +15.8% |
| 3M | +14.5% | +16.7% | -2.2% | +9.1% |
| 6M | +14.8% | +24.0% | -9.2% | +7.0% |
| YTD | -1.0% | +54.0% | -54.9% | -13.8% |
| 1Y | +22.9% | +55.0% | -32.1% | +6.8% |
| 3Y | -13.6% | +89.3% | -102.9% | -30.5% |
| 5Y | +0.9% | +85.4% | -84.5% | -19.4% |
| 10Y | +361.4% | +137.1% | +224.2% | +217.4% |
| All | +361.4% | +143.8% | +217.6% | +217.4% |
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