+33,787.5%
HD vs CMI
+16,035.5%
+17,752.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | -0.5% | +1.5% | -2.0% | -1.0% |
| 30D | +18.5% | -14.0% | +32.5% | +23.7% |
| 3M | +2.2% | -28.3% | +30.5% | +12.7% |
| 6M | +13.8% | -34.9% | +48.8% | +28.3% |
| YTD | +3.4% | -9.9% | +13.3% | +4.5% |
| 1Y | -3.5% | -3.6% | +0.1% | -4.7% |
| 3Y | +29.0% | +120.9% | -92.0% | -3.6% |
| 5Y | +6.1% | +116.1% | -110.0% | -20.9% |
| 10Y | +242.3% | +328.5% | -86.2% | +102.3% |
| All | +33,787.5% | +16,035.5% | +17,752.0% | +5,115.0% |
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