+143.7%
HLT vs CMS
+22.8%
+120.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.6% | -1.3% | -1.3% | -2.4% |
| 30D | -2.6% | -2.8% | +0.2% | -2.1% |
| 3M | -9.4% | -7.1% | -2.3% | -8.3% |
| 6M | +2.7% | -10.0% | +12.8% | +4.5% |
| YTD | +6.8% | -0.9% | +7.7% | +6.7% |
| 1Y | +12.4% | -2.0% | +14.4% | +12.6% |
| 3Y | +100.2% | +33.0% | +67.2% | +89.2% |
| 5Y | +143.7% | +24.3% | +119.5% | +132.1% |
| All | +143.7% | +22.8% | +120.9% | +132.1% |
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