+25.0%
HL vs CMI
+10.9%
+14.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -5.8% | +18.9% | +17.8% |
| 7D | +0.2% | -11.2% | +11.4% | +10.1% |
| 30D | -12.1% | -9.8% | -2.3% | -4.5% |
| 3M | -2.8% | -25.5% | +22.7% | +24.3% |
| 6M | -14.9% | -27.7% | +12.7% | +9.4% |
| YTD | -22.0% | -6.6% | -15.4% | -25.8% |
| 1Y | +25.0% | +11.7% | +13.3% | -14.0% |
| All | +25.0% | +10.9% | +14.1% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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