+1,364.0%
HD vs CMG
+3,891.1%
-2,527.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +5.2% | +8.0% | -2.8% | +3.1% |
| 30D | +20.7% | +13.7% | +7.0% | +16.4% |
| 3M | +0.8% | +11.8% | -11.0% | -2.6% |
| 6M | +12.2% | +10.6% | +1.7% | +7.7% |
| YTD | +4.2% | -2.9% | +7.1% | +3.2% |
| 1Y | -2.6% | +17.8% | -20.4% | -8.6% |
| 3Y | +30.0% | -15.3% | +45.3% | +29.5% |
| 5Y | +8.1% | -0.9% | +9.0% | +0.6% |
| 10Y | +247.2% | +358.4% | -111.2% | +99.9% |
| All | +1,364.0% | +3,891.1% | -2,527.1% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling