+795.5%
HLT vs CMS
+302.9%
+492.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | +0.7% | +1.7% | -1.0% | +0.3% |
| 30D | +13.7% | +6.2% | +7.6% | +12.2% |
| 3M | +16.3% | +0.6% | +15.7% | +16.1% |
| 6M | +19.9% | -1.8% | +21.7% | +20.2% |
| YTD | +30.1% | +3.8% | +26.2% | +28.7% |
| 1Y | +38.5% | -1.8% | +40.3% | +38.7% |
| 3Y | +131.0% | +39.8% | +91.2% | +112.5% |
| 5Y | +163.7% | +37.1% | +126.6% | +141.4% |
| 10Y | +697.4% | +138.6% | +558.8% | +555.7% |
| All | +795.5% | +302.9% | +492.6% | +543.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling