+503.2%
CMI vs HST
+110.3%
+392.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.0% |
| 7D | -0.7% | +0.9% | -1.6% | -1.0% |
| 30D | -12.4% | -2.5% | -9.9% | -11.6% |
| 3M | -14.8% | -5.1% | -9.6% | -13.3% |
| 6M | +0.8% | +21.6% | -20.8% | -6.8% |
| YTD | +10.2% | +31.6% | -21.4% | -1.1% |
| 1Y | +37.4% | +36.1% | +1.3% | +21.6% |
| 3Y | +153.3% | +66.5% | +86.8% | +106.4% |
| 5Y | +167.6% | +76.6% | +91.0% | +109.9% |
| All | +503.2% | +110.3% | +392.9% | +318.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling