+170.3%
CMI vs HST
+76.1%
+94.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +1.9% | +2.0% | -0.1% | +0.9% |
| 30D | -12.5% | -5.2% | -7.3% | -10.3% |
| 3M | -16.2% | -6.2% | -10.0% | -14.0% |
| 6M | +4.9% | +20.4% | -15.6% | -4.8% |
| YTD | +11.1% | +30.6% | -19.5% | -2.9% |
| 1Y | +43.4% | +37.4% | +6.0% | +22.0% |
| 3Y | +154.1% | +66.1% | +87.9% | +94.7% |
| All | +170.3% | +76.1% | +94.2% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling