-39.3%
CAG vs HBM
+460.9%
-500.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.5% | +4.8% | -2.8% |
| 7D | -5.9% | -3.7% | -2.2% | -5.9% |
| 30D | -1.5% | -3.7% | +2.1% | -1.6% |
| 3M | +11.5% | +8.0% | +3.4% | +11.6% |
| 6M | -15.7% | +15.8% | -31.5% | -15.8% |
| YTD | -10.2% | +34.4% | -44.6% | -10.2% |
| 1Y | -18.1% | +98.2% | -116.2% | -17.9% |
| All | -39.3% | +460.9% | -500.1% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling