+3.1%
HD vs CMG
-6.2%
+9.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.2% | -1.5% | +0.3% | -0.9% |
| 30D | -11.1% | +12.7% | -23.9% | -13.1% |
| 3M | +2.0% | +26.3% | -24.2% | -3.5% |
| 6M | -10.5% | +4.5% | -14.9% | -12.1% |
| YTD | -6.9% | -0.1% | -6.7% | -7.9% |
| 1Y | -23.2% | -6.8% | -16.4% | -23.6% |
| 3Y | +3.1% | -5.0% | +8.1% | -3.7% |
| All | +3.1% | -6.2% | +9.3% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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