+228.7%
HL vs CMI
+164.8%
+63.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.9% |
| 7D | -4.4% | -0.7% | -3.6% | -4.0% |
| 30D | +9.3% | -12.4% | +21.7% | +18.2% |
| 3M | +32.0% | -14.8% | +46.8% | +44.5% |
| 6M | -6.4% | +0.8% | -7.2% | -7.4% |
| YTD | +3.1% | +10.2% | -7.1% | -2.0% |
| 1Y | +77.6% | +37.4% | +40.1% | +50.5% |
| 3Y | +392.8% | +153.3% | +239.5% | +189.2% |
| All | +228.7% | +164.8% | +63.9% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling