+180.2%
CAH vs HBM
+506.5%
-326.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -2.2% | +5.5% | -7.8% | -2.1% |
| 30D | +1.2% | +3.3% | -2.1% | +1.3% |
| 3M | +13.1% | +12.7% | +0.4% | +13.5% |
| 6M | +8.5% | +28.2% | -19.7% | +8.7% |
| YTD | +17.6% | +45.3% | -27.7% | +18.0% |
| 1Y | +60.7% | +121.7% | -61.0% | +61.2% |
| All | +180.2% | +506.5% | -326.4% | +196.2% |
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 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