+55.4%
CAH vs HBM
+97.2%
-41.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -5.1% | -3.3% | -1.8% | -5.2% |
| 30D | +0.2% | -4.8% | +5.0% | 0.0% |
| 3M | +6.3% | -0.4% | +6.7% | +6.7% |
| 6M | +9.4% | +17.9% | -8.5% | +10.1% |
| YTD | +15.0% | +33.7% | -18.8% | +18.7% |
| 1Y | +55.4% | +95.6% | -40.1% | +69.5% |
| All | +55.4% | +97.2% | -41.7% | +69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling