+12.4%
CMG vs HST
+53.2%
-40.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.5% | +3.6% | -1.1% | +0.9% |
| 30D | +15.6% | +11.2% | +4.4% | +10.1% |
| 3M | +8.2% | +13.1% | -4.9% | +2.2% |
| 6M | +9.9% | +23.9% | -14.0% | -2.9% |
| YTD | -4.6% | +52.3% | -56.9% | -26.8% |
| 1Y | +12.4% | +56.7% | -44.2% | -16.2% |
| All | +12.4% | +53.2% | -40.8% | -16.2% |
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