+6.1%
HD vs CMI
+115.6%
-109.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -0.5% | +1.5% | -2.0% | -0.9% |
| 30D | +18.5% | -14.0% | +32.5% | +23.6% |
| 3M | +2.2% | -28.3% | +30.5% | +12.8% |
| 6M | +13.8% | -34.9% | +48.8% | +28.6% |
| YTD | +3.4% | -9.9% | +13.3% | +2.6% |
| 1Y | -3.5% | -3.6% | +0.1% | -6.8% |
| 3Y | +29.0% | +120.9% | -92.0% | -15.1% |
| 5Y | +6.1% | +116.1% | -110.0% | -30.7% |
| All | +6.1% | +115.6% | -109.6% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling