+125.6%
CAG vs HBM
+649.7%
-524.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -6.6% | +5.5% | -12.1% | -6.8% |
| 30D | +2.3% | +3.3% | -1.0% | +2.1% |
| 3M | +16.3% | +12.7% | +3.7% | +15.4% |
| 6M | -16.0% | +28.2% | -44.2% | -17.4% |
| YTD | -7.7% | +45.3% | -53.0% | -9.9% |
| 1Y | -16.0% | +121.7% | -137.7% | -19.7% |
| 3Y | -37.7% | +523.5% | -561.2% | -44.1% |
| 5Y | -41.2% | +393.9% | -435.1% | -47.5% |
| 10Y | -33.8% | +647.9% | -681.7% | -45.8% |
| All | +125.6% | +649.7% | -524.1% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling