+251.7%
CB vs HBM
+281.1%
-29.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +2.9% | +2.2% | +0.7% | +2.7% |
| 30D | +7.3% | -11.8% | +19.1% | +8.1% |
| 3M | +9.4% | -19.2% | +28.6% | +10.7% |
| 6M | +19.6% | -22.9% | +42.5% | +20.6% |
| YTD | +21.5% | +7.8% | +13.7% | +18.0% |
| 1Y | +28.0% | +34.9% | -6.9% | +21.6% |
| 3Y | +74.9% | +422.2% | -347.3% | +40.8% |
| 5Y | +108.1% | +192.8% | -84.7% | +72.8% |
| All | +251.7% | +281.1% | -29.5% | +151.5% |
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