+30.0%
HD vs CMG
-14.6%
+44.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +5.2% | +8.0% | -2.8% | +3.7% |
| 30D | +20.7% | +13.7% | +7.0% | +17.7% |
| 3M | +0.8% | +11.8% | -11.0% | -1.6% |
| 6M | +12.2% | +10.6% | +1.7% | +8.6% |
| YTD | +4.2% | -2.9% | +7.1% | +3.2% |
| 1Y | -2.6% | +17.8% | -20.4% | -7.1% |
| 3Y | +30.0% | -15.3% | +45.3% | +29.8% |
| All | +30.0% | -14.6% | +44.6% | +29.8% |
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