+74.7%
CART vs HBM
+336.1%
-261.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.6% | -1.3% | +0.7% | -0.5% |
| 30D | +23.1% | -14.8% | +37.9% | +24.2% |
| 3M | +19.2% | -20.7% | +39.9% | +20.5% |
| 6M | +45.7% | -13.9% | +59.6% | +45.8% |
| YTD | +30.9% | +10.6% | +20.3% | +26.6% |
| 1Y | +50.2% | +32.4% | +17.8% | +42.1% |
| 3Y | +133.5% | +432.0% | -298.5% | +49.9% |
| All | +74.7% | +336.1% | -261.4% | +15.4% |
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 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