+205.5%
HD vs CMS
+117.1%
+88.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -2.1% | +0.4% | -2.4% | -2.2% |
| 30D | -8.4% | -3.6% | -4.8% | -6.9% |
| 3M | +4.3% | -1.9% | +6.3% | +5.2% |
| 6M | -11.1% | -11.0% | -0.2% | -6.6% |
| YTD | -4.7% | +0.2% | -4.9% | -5.0% |
| 1Y | -19.8% | -1.3% | -18.5% | -19.7% |
| 3Y | +4.1% | +35.9% | -31.8% | -10.8% |
| 5Y | +10.3% | +23.1% | -12.8% | -2.4% |
| All | +205.5% | +117.1% | +88.4% | +141.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling