+3,896.6%
CMG vs HST
+174.5%
+3,722.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -0.6% | +3.6% | -4.3% | -1.8% |
| 30D | +15.9% | +9.9% | +6.0% | +12.4% |
| 3M | +7.8% | +12.9% | -5.2% | +3.6% |
| 6M | +7.7% | +22.9% | -15.2% | +0.5% |
| YTD | -4.9% | +52.4% | -57.4% | -17.3% |
| 1Y | +12.3% | +52.5% | -40.2% | -2.3% |
| 3Y | -17.1% | +87.4% | -104.5% | -33.4% |
| 5Y | -5.6% | +82.9% | -88.5% | -24.9% |
| 10Y | +342.9% | +134.8% | +208.1% | +197.8% |
| All | +3,896.6% | +174.5% | +3,722.1% | +1,973.6% |
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