+37.7%
CMI vs HST
+37.1%
+0.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.1% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | -12.8% | -0.7% | -12.1% | -12.6% |
| 3M | -12.4% | -4.0% | -8.4% | -11.7% |
| 6M | -0.9% | +20.7% | -21.6% | -13.7% |
| YTD | +8.9% | +31.0% | -22.2% | -9.3% |
| 1Y | +37.7% | +36.2% | +1.5% | +11.9% |
| All | +37.7% | +37.1% | +0.6% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling