+164.7%
HLT vs CMS
+36.3%
+128.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | +0.7% | +1.7% | -1.0% | +0.4% |
| 30D | +13.7% | +6.2% | +7.6% | +12.4% |
| 3M | +16.3% | +0.6% | +15.7% | +16.2% |
| 6M | +19.9% | -1.8% | +21.7% | +20.1% |
| YTD | +30.1% | +3.8% | +26.2% | +28.8% |
| 1Y | +38.5% | -1.8% | +40.3% | +38.6% |
| 3Y | +131.0% | +39.8% | +91.2% | +114.3% |
| All | +164.7% | +36.3% | +128.4% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling