-4.6%
HD vs CMI
+10.9%
-15.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.8% | +12.3% | +7.1% |
| 7D | +11.9% | -11.2% | +23.1% | +13.4% |
| 30D | +26.4% | -9.8% | +36.3% | +27.6% |
| 3M | +2.8% | -25.5% | +28.4% | +6.7% |
| 6M | +15.5% | -27.7% | +43.1% | +19.0% |
| YTD | +5.5% | -6.6% | +12.2% | +4.4% |
| 1Y | -4.6% | +11.7% | -16.2% | -4.8% |
| All | -4.6% | +10.9% | -15.5% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling