+10.7%
CARR vs HBM
+327.6%
-317.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | -3.8% | -3.3% | -0.5% | -3.2% |
| 30D | -8.9% | -4.8% | -4.1% | -8.3% |
| 3M | -17.3% | -0.4% | -16.9% | -18.0% |
| 6M | -1.4% | +17.9% | -19.3% | -6.5% |
| YTD | +10.0% | +33.7% | -23.7% | +0.8% |
| 1Y | -6.4% | +95.6% | -101.9% | -21.2% |
| 3Y | +1.5% | +458.1% | -456.6% | -34.0% |
| All | +10.7% | +327.6% | -317.0% | -27.6% |
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