-5.7%
CMG vs HST
+75.9%
-81.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -6.5% | -0.3% | -6.1% | -6.3% |
| 30D | +12.1% | -2.8% | +14.9% | +13.4% |
| 3M | +20.6% | -6.5% | +27.1% | +23.5% |
| 6M | +2.1% | +20.7% | -18.6% | -6.0% |
| YTD | -2.6% | +30.5% | -33.1% | -13.1% |
| 1Y | -8.7% | +36.8% | -45.5% | -20.2% |
| 3Y | -7.4% | +65.9% | -73.3% | -27.6% |
| 5Y | -5.7% | +73.9% | -79.6% | -28.2% |
| All | -5.7% | +75.9% | -81.5% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling