+33,829.3%
HD vs CMI
+15,921.4%
+17,907.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +1.5% | +0.5% | +1.1% | +1.4% |
| 30D | +18.0% | -14.0% | +32.0% | +23.2% |
| 3M | +2.8% | -28.1% | +30.9% | +13.3% |
| 6M | +17.0% | -35.8% | +52.8% | +32.4% |
| YTD | +3.5% | -10.5% | +14.0% | +4.8% |
| 1Y | -2.6% | -1.9% | -0.7% | -4.4% |
| 3Y | +30.7% | +121.0% | -90.3% | -2.3% |
| 5Y | +6.2% | +114.6% | -108.3% | -20.6% |
| 10Y | +242.7% | +325.5% | -82.8% | +103.0% |
| All | +33,829.3% | +15,921.4% | +17,907.9% | +5,132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling