+149.4%
HL vs CMS
+33.6%
+115.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.7% |
| 7D | +8.9% | -0.5% | +9.5% | +9.3% |
| 30D | -10.1% | +7.2% | -17.2% | -13.5% |
| 3M | -7.0% | -1.3% | -5.8% | -6.8% |
| 6M | -18.8% | -4.3% | -14.4% | -17.7% |
| YTD | -23.1% | +2.1% | -25.2% | -25.3% |
| 1Y | +8.9% | -0.6% | +9.5% | +7.5% |
| 3Y | +255.0% | +38.0% | +217.0% | +171.6% |
| All | +149.4% | +33.6% | +115.8% | +114.7% |
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