+6.2%
HD vs CMG
-5.7%
+11.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.4% |
| 7D | -1.8% | -6.5% | +4.7% | -0.3% |
| 30D | -10.8% | +12.1% | -22.9% | -13.3% |
| 3M | -2.7% | +20.6% | -23.3% | -8.1% |
| 6M | -10.3% | +2.1% | -12.4% | -11.7% |
| YTD | -7.8% | -2.6% | -5.2% | -8.5% |
| 1Y | -23.1% | -8.7% | -14.4% | -23.1% |
| 3Y | +2.0% | -7.4% | +9.4% | -2.6% |
| 5Y | +6.2% | -5.7% | +11.9% | -2.2% |
| All | +6.2% | -5.7% | +11.9% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling