+516.7%
CAH vs HBM
+194.0%
+322.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +3.5% | +2.2% | +1.2% | +3.4% |
| 30D | +13.5% | -11.8% | +25.3% | +13.9% |
| 3M | +21.8% | -19.2% | +41.1% | +22.5% |
| 6M | +51.5% | -22.9% | +74.4% | +52.2% |
| YTD | +38.1% | +7.8% | +30.3% | +35.6% |
| 1Y | +37.7% | +34.9% | +2.8% | +33.5% |
| 3Y | +179.6% | +422.2% | -242.6% | +137.9% |
| All | +516.7% | +194.0% | +322.7% | +454.2% |
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