+4,100.0%
CMG vs HST
+135.0%
+3,965.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.8% | -1.0% | -1.8% | -2.5% |
| 30D | +7.1% | -12.3% | +19.4% | +11.6% |
| 3M | +31.2% | -6.4% | +37.5% | +33.7% |
| 6M | +0.7% | +15.0% | -14.3% | -4.0% |
| YTD | -0.1% | +30.5% | -30.6% | -8.6% |
| 1Y | -10.7% | +35.7% | -46.4% | -19.4% |
| 3Y | -4.7% | +68.4% | -73.1% | -21.0% |
| 5Y | -3.8% | +73.1% | -76.9% | -22.1% |
| 10Y | +352.5% | +92.7% | +259.8% | +224.0% |
| All | +4,100.0% | +135.0% | +3,965.0% | +2,191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling