+1,257.5%
CAH vs HBM
+654.4%
+603.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.8% | -8.5% | -3.3% |
| 7D | +0.5% | +7.4% | -6.9% | -0.2% |
| 30D | +1.7% | +5.1% | -3.3% | +1.1% |
| 3M | +17.9% | +11.1% | +6.7% | +16.0% |
| 6M | +10.9% | +30.2% | -19.3% | +6.7% |
| YTD | +17.9% | +46.2% | -28.4% | +11.4% |
| 1Y | +61.7% | +120.0% | -58.4% | +45.8% |
| 3Y | +183.7% | +527.4% | -343.7% | +121.8% |
| 5Y | +401.3% | +400.4% | +0.9% | +288.7% |
| 10Y | +293.7% | +621.5% | -327.9% | +162.9% |
| All | +1,257.5% | +654.4% | +603.2% | +704.4% |
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