+29,942.0%
HD vs CMI
+19,626.5%
+10,315.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | -3.8% | -0.7% | -3.1% | -3.6% |
| 30D | -9.4% | -12.4% | +3.0% | -5.7% |
| 3M | -4.6% | -14.8% | +10.2% | -0.4% |
| 6M | -10.1% | +0.8% | -10.9% | -11.4% |
| YTD | -8.3% | +10.2% | -18.5% | -12.6% |
| 1Y | -25.0% | +37.4% | -62.5% | -33.7% |
| 3Y | +1.5% | +153.3% | -151.7% | -27.0% |
| 5Y | +5.6% | +167.6% | -162.0% | -26.1% |
| 10Y | +208.4% | +514.4% | -305.9% | +64.0% |
| All | +29,942.0% | +19,626.5% | +10,315.5% | +4,263.1% |
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