-11.1%
HD vs CMG
-0.2%
-10.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.2% |
| 7D | -2.1% | -2.8% | +0.8% | -1.6% |
| 30D | -8.4% | +7.1% | -15.5% | -9.5% |
| 3M | +4.3% | +31.2% | -26.8% | -6.2% |
| 6M | -11.1% | +0.7% | -11.8% | -12.0% |
| All | -11.1% | -0.2% | -10.9% | -12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling