+332.6%
CMI vs HST
+133.7%
+198.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.5% | +3.6% | -3.1% | -0.9% |
| 30D | -14.0% | +11.2% | -25.2% | -17.5% |
| 3M | -28.1% | +13.1% | -41.2% | -31.6% |
| 6M | -35.8% | +23.9% | -59.7% | -41.2% |
| YTD | -10.5% | +52.3% | -62.8% | -24.2% |
| 1Y | -1.9% | +56.7% | -58.5% | -17.8% |
| 3Y | +121.0% | +87.5% | +33.5% | +71.8% |
| 5Y | +114.6% | +82.8% | +31.8% | +64.8% |
| All | +332.6% | +133.7% | +198.8% | +196.2% |
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 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