+216.8%
CB vs HBM
+599.4%
-382.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -1.9% |
| 7D | -0.6% | +7.4% | -8.0% | -1.2% |
| 30D | -3.9% | +5.1% | -9.0% | -4.4% |
| 3M | +4.9% | +11.1% | -6.2% | +3.6% |
| 6M | +3.3% | +30.2% | -27.0% | -0.2% |
| YTD | +8.5% | +46.2% | -37.7% | +3.4% |
| 1Y | +22.1% | +120.0% | -98.0% | +11.5% |
| 3Y | +70.1% | +527.4% | -457.3% | +36.1% |
| 5Y | +97.4% | +400.4% | -303.0% | +56.7% |
| 10Y | +216.8% | +621.5% | -404.7% | +117.8% |
| All | +216.8% | +599.4% | -382.6% | +117.8% |
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