+630.8%
HLT vs CMS
+290.6%
+340.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.3% |
| 7D | -2.4% | +1.2% | -3.6% | -2.7% |
| 30D | -4.1% | -3.2% | -0.9% | -3.4% |
| 3M | -10.6% | -2.2% | -8.4% | -10.2% |
| 6M | +2.0% | -9.4% | +11.5% | +4.1% |
| YTD | +6.1% | +0.7% | +5.5% | +5.8% |
| 1Y | +9.8% | +0.4% | +9.5% | +9.4% |
| 3Y | +99.0% | +35.2% | +63.8% | +84.3% |
| 5Y | +151.5% | +24.1% | +127.3% | +135.5% |
| 10Y | +561.1% | +115.8% | +445.3% | +456.1% |
| All | +630.8% | +290.6% | +340.2% | +429.3% |
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 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