+243.3%
HL vs CMS
+26.5%
+216.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.3% |
| 7D | +7.1% | +1.2% | +5.8% | +6.4% |
| 30D | +21.4% | -3.2% | +24.6% | +23.3% |
| 3M | +37.4% | -2.2% | +39.6% | +38.0% |
| 6M | +0.4% | -9.4% | +9.8% | +5.0% |
| YTD | +6.7% | +0.7% | +6.0% | +4.8% |
| 1Y | +102.4% | +0.4% | +102.0% | +98.5% |
| 3Y | +417.4% | +35.2% | +382.2% | +304.2% |
| 5Y | +243.3% | +24.1% | +219.2% | +189.6% |
| All | +243.3% | +26.5% | +216.8% | +189.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling