+73.5%
CART vs HBM
+329.8%
-256.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +1.2% | +5.1% | -3.9% | +0.9% |
| 30D | +17.8% | -15.8% | +33.6% | +18.9% |
| 3M | +20.7% | -22.4% | +43.1% | +22.2% |
| 6M | +49.7% | -20.2% | +70.0% | +50.7% |
| YTD | +30.0% | +9.0% | +21.0% | +25.9% |
| 1Y | +48.4% | +27.4% | +21.0% | +40.9% |
| 3Y | +132.0% | +424.2% | -292.3% | +49.0% |
| All | +73.5% | +329.8% | -256.2% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling