+72.5%
CART vs HBM
+315.7%
-243.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | +3.0% | -3.6% | +6.6% | +3.2% |
| 30D | +28.6% | -19.2% | +47.7% | +30.1% |
| 3M | +29.1% | -20.5% | +49.6% | +30.5% |
| 6M | +44.7% | -12.8% | +57.6% | +44.5% |
| YTD | +29.2% | +5.4% | +23.8% | +25.4% |
| 1Y | +66.2% | +33.0% | +33.2% | +56.7% |
| 3Y | +112.8% | +357.3% | -244.5% | +40.9% |
| All | +72.5% | +315.7% | -243.2% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling