+248.6%
HD vs CMS
+140.2%
+108.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.7% |
| 7D | +1.5% | +1.7% | -0.2% | +0.7% |
| 30D | +18.0% | +6.2% | +11.8% | +14.9% |
| 3M | +2.8% | +0.6% | +2.2% | +2.5% |
| 6M | +17.0% | -1.8% | +18.7% | +17.8% |
| YTD | +3.5% | +3.8% | -0.3% | +1.5% |
| 1Y | -2.6% | -1.8% | -0.8% | -2.0% |
| 3Y | +30.7% | +39.8% | -9.1% | +10.5% |
| 5Y | +6.2% | +37.1% | -30.9% | -10.8% |
| All | +248.6% | +140.2% | +108.3% | +170.2% |
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