+582.6%
HLT vs CMI
+493.8%
+88.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.3% | +2.8% |
| 7D | -0.2% | -3.5% | +3.3% | +1.4% |
| 30D | -5.0% | -14.0% | +8.9% | +1.7% |
| 3M | -10.2% | -17.7% | +7.5% | -2.5% |
| 6M | +6.6% | +1.7% | +4.9% | +3.2% |
| YTD | +8.3% | +7.1% | +1.2% | +0.9% |
| 1Y | +13.3% | +33.8% | -20.5% | -6.8% |
| 3Y | +100.4% | +142.6% | -42.2% | +17.2% |
| 5Y | +138.9% | +161.8% | -22.8% | +31.8% |
| 10Y | +582.6% | +490.8% | +91.8% | +165.7% |
| All | +582.6% | +493.8% | +88.8% | +165.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling