-4.6%
CARR vs HBM
+123.0%
-127.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +1.6% | -6.4% | +7.9% | +2.6% |
| 30D | -8.7% | +5.9% | -14.6% | -9.8% |
| 3M | -12.6% | -8.9% | -3.7% | -12.2% |
| 6M | -1.5% | +10.7% | -12.2% | -5.8% |
| YTD | +14.3% | +38.3% | -24.0% | +7.1% |
| 1Y | -4.6% | +121.3% | -125.9% | -14.9% |
| All | -4.6% | +123.0% | -127.5% | -14.9% |
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 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