-43.5%
CAG vs HBM
+327.6%
-371.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -5.7% | -3.3% | -2.4% | -5.6% |
| 30D | -2.4% | -4.8% | +2.4% | -2.4% |
| 3M | +9.8% | -0.4% | +10.2% | +9.8% |
| 6M | -10.8% | +17.9% | -28.7% | -11.3% |
| YTD | -10.8% | +33.7% | -44.5% | -11.5% |
| 1Y | -19.0% | +95.6% | -114.5% | -20.2% |
| 3Y | -39.7% | +458.1% | -497.8% | -43.1% |
| All | -43.5% | +327.6% | -371.1% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling