+45.9%
HLT vs CMS
+1.4%
+44.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | +7.7% | +4.1% | +3.6% | +6.7% |
| 30D | +19.1% | +10.9% | +8.3% | +16.3% |
| 3M | +20.7% | -0.2% | +21.0% | +20.6% |
| 6M | +21.0% | -4.7% | +25.8% | +22.1% |
| YTD | +31.3% | +3.9% | +27.4% | +27.5% |
| 1Y | +45.9% | +0.4% | +45.5% | +44.6% |
| All | +45.9% | +1.4% | +44.5% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling