+406.7%
CAH vs HBM
+371.5%
+35.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -2.2% | +5.5% | -7.8% | -2.4% |
| 30D | +1.2% | +3.3% | -2.1% | +1.0% |
| 3M | +13.1% | +12.7% | +0.4% | +12.4% |
| 6M | +8.5% | +28.2% | -19.7% | +6.6% |
| YTD | +17.6% | +45.3% | -27.7% | +14.5% |
| 1Y | +60.7% | +121.7% | -61.0% | +52.0% |
| 3Y | +183.2% | +523.5% | -340.4% | +141.6% |
| All | +406.7% | +371.5% | +35.2% | +339.9% |
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