-4.6%
HD vs CMS
+1.4%
-6.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.4% | +5.1% | +5.8% |
| 7D | +11.9% | +4.1% | +7.9% | +9.7% |
| 30D | +26.4% | +10.9% | +15.6% | +20.3% |
| 3M | +2.8% | -0.2% | +3.1% | +2.6% |
| 6M | +15.5% | -4.7% | +20.2% | +17.5% |
| YTD | +5.5% | +3.9% | +1.7% | +3.0% |
| 1Y | -4.6% | +0.4% | -4.9% | -5.4% |
| All | -4.6% | +1.4% | -6.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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