+15,688.1%
CMI vs HST
+1,569.3%
+14,118.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.5% | +3.6% | -3.1% | -0.8% |
| 30D | -14.0% | +11.2% | -25.2% | -17.3% |
| 3M | -28.1% | +13.1% | -41.2% | -31.4% |
| 6M | -35.8% | +23.9% | -59.7% | -40.9% |
| YTD | -10.5% | +52.3% | -62.8% | -23.5% |
| 1Y | -1.9% | +56.7% | -58.5% | -17.1% |
| 3Y | +121.0% | +87.5% | +33.5% | +74.0% |
| 5Y | +114.6% | +82.8% | +31.8% | +66.6% |
| 10Y | +325.5% | +134.6% | +190.9% | +176.8% |
| All | +15,688.1% | +1,569.3% | +14,118.8% | +5,243.2% |
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 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