+155.5%
CMI vs HST
+65.5%
+90.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +1.9% | +2.0% | -0.1% | +0.8% |
| 30D | -12.5% | -5.2% | -7.3% | -10.0% |
| 3M | -16.2% | -6.2% | -10.0% | -13.7% |
| 6M | +4.9% | +20.4% | -15.6% | -6.7% |
| YTD | +11.1% | +30.6% | -19.5% | -5.6% |
| 1Y | +43.4% | +37.4% | +6.0% | +18.1% |
| All | +155.5% | +65.5% | +90.0% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling