-5.0%
CMG vs HST
+68.6%
-73.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.5% | +2.0% | -3.5% | -2.1% |
| 30D | +12.7% | -5.2% | +18.0% | +14.8% |
| 3M | +26.3% | -6.2% | +32.5% | +28.6% |
| 6M | +4.5% | +20.4% | -15.9% | -2.7% |
| YTD | -0.1% | +30.6% | -30.7% | -9.5% |
| 1Y | -6.8% | +37.4% | -44.1% | -17.0% |
| 3Y | -5.0% | +66.1% | -71.1% | -21.7% |
| All | -5.0% | +68.6% | -73.6% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling