+54.0%
HL vs CMI
+19,388.4%
-19,334.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -5.6% | +0.8% | -6.4% | -5.9% |
| 30D | +12.7% | -12.8% | +25.5% | +18.2% |
| 3M | +42.5% | -12.4% | +55.0% | +49.2% |
| 6M | -9.0% | -0.9% | -8.1% | -8.7% |
| YTD | +4.4% | +8.9% | -4.5% | +2.0% |
| 1Y | +82.7% | +37.7% | +45.0% | +64.8% |
| 3Y | +406.3% | +148.9% | +257.4% | +269.9% |
| 5Y | +238.2% | +164.4% | +73.8% | +140.4% |
| 10Y | +268.9% | +506.9% | -238.1% | +96.3% |
| All | +54.0% | +19,388.4% | -19,334.4% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling