+19,478.9%
CMI vs HST
+1,330.6%
+18,148.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -0.7% | -1.0% | +0.3% | -0.4% |
| 30D | -13.4% | -12.3% | -1.2% | -9.4% |
| 3M | -17.0% | -6.4% | -10.6% | -15.2% |
| 6M | -1.6% | +15.0% | -16.7% | -6.8% |
| YTD | +11.0% | +30.5% | -19.5% | +0.4% |
| 1Y | +41.9% | +35.7% | +6.2% | +26.5% |
| 3Y | +151.8% | +68.4% | +83.4% | +106.1% |
| 5Y | +163.6% | +73.1% | +90.5% | +108.9% |
| 10Y | +472.9% | +92.7% | +380.2% | +300.6% |
| All | +19,478.9% | +1,330.6% | +18,148.3% | +6,916.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling