-9.0%
HL vs CMI
-0.3%
-8.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.4% |
| 7D | -5.6% | +0.8% | -6.4% | -6.2% |
| 30D | +12.7% | -12.8% | +25.5% | +23.7% |
| 3M | +42.5% | -12.4% | +55.0% | +52.3% |
| 6M | -9.0% | -0.9% | -8.1% | -13.6% |
| All | -9.0% | -0.3% | -8.7% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling