+73.5%
CART vs HBM
+353.0%
-279.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.0% | -8.4% | 0.0% |
| 7D | +1.5% | +5.0% | -3.5% | +1.2% |
| 30D | +22.4% | -12.7% | +35.2% | +23.3% |
| 3M | +16.5% | -17.4% | +34.0% | +17.6% |
| 6M | +44.9% | -8.9% | +53.7% | +44.4% |
| YTD | +30.0% | +14.9% | +15.1% | +25.4% |
| 1Y | +59.1% | +41.4% | +17.7% | +49.6% |
| 3Y | +138.8% | +462.1% | -323.3% | +52.0% |
| All | +73.5% | +353.0% | -279.6% | +14.4% |
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 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