+33,950.9%
HD vs CMS
+475.9%
+33,475.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +6.4% | +1.7% | +4.7% | +5.9% |
| 30D | +22.1% | +8.6% | +13.4% | +19.3% |
| 3M | -0.2% | -0.5% | +0.3% | 0.0% |
| 6M | +12.6% | -4.2% | +16.8% | +13.9% |
| YTD | +3.9% | +3.4% | +0.5% | +2.9% |
| 1Y | -3.7% | +0.4% | -4.2% | -3.9% |
| 3Y | +27.9% | +38.2% | -10.4% | +16.2% |
| 5Y | +7.8% | +35.4% | -27.6% | -2.0% |
| 10Y | +269.4% | +131.7% | +137.7% | +191.2% |
| All | +33,950.9% | +475.9% | +33,475.0% | +20,032.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling