+10.3%
HLT vs CMS
-2.9%
+13.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 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% | -9.4% |
| 6M | +3.2% | -10.1% | +13.3% | +5.4% |
| YTD | +6.7% | -1.7% | +8.5% | +6.1% |
| 1Y | +10.3% | -3.4% | +13.6% | +12.3% |
| All | +10.3% | -2.9% | +13.1% | +12.3% |
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