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  • HLT vs CMS✓SelectedUSD · CMSHLT vs CMS performance historyLatest closeAs of-0.24%09/10
Stock and ETF performance explorer

HLT vs CMS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+143.7%
CMS return
+22.8%
Excess return
+120.9%
Maximum drawdown
-32.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCMSExcessAlpha
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