-2.6%
HD vs CMS
-0.8%
-1.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | +20.7% | +7.4% | +13.3% | +16.7% |
| 3M | +0.8% | +1.9% | -1.1% | -0.3% |
| 6M | +12.2% | -2.3% | +14.6% | +13.1% |
| YTD | +4.2% | +3.0% | +1.3% | +2.2% |
| 1Y | -2.6% | -2.8% | +0.2% | -2.0% |
| All | -2.6% | -0.8% | -1.8% | -2.0% |
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