+40.0%
HLT vs CMI
+6.1%
+34.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -0.9% |
| 7D | +3.6% | -13.4% | +17.0% | +6.4% |
| 30D | +14.6% | -16.2% | +30.8% | +18.5% |
| 3M | +13.9% | -30.8% | +44.7% | +22.5% |
| 6M | +18.3% | -33.1% | +51.4% | +27.3% |
| YTD | +28.9% | -11.2% | +40.1% | +27.5% |
| 1Y | +40.0% | +3.6% | +36.4% | +29.2% |
| All | +40.0% | +6.1% | +34.0% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling