+575.2%
HLT vs CMS
+118.9%
+456.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | -5.0% | -4.1% | -0.9% | -4.2% |
| 3M | -10.4% | -7.1% | -3.3% | -9.1% |
| 6M | +3.2% | -10.1% | +13.3% | +5.4% |
| YTD | +6.7% | -1.7% | +8.5% | +6.9% |
| 1Y | +10.3% | -3.4% | +13.6% | +10.8% |
| 3Y | +99.3% | +31.6% | +67.8% | +86.0% |
| 5Y | +143.7% | +23.3% | +120.4% | +128.8% |
| All | +575.2% | +118.9% | +456.4% | +518.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling