+246.7%
CB vs HBM
+301.8%
-55.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.2% | +1.8% |
| 7D | +0.7% | +2.4% | -1.7% | +0.5% |
| 30D | +8.2% | -16.0% | +24.1% | +9.4% |
| 3M | +6.3% | -21.3% | +27.6% | +7.8% |
| 6M | +16.2% | -12.2% | +28.4% | +15.9% |
| YTD | +19.3% | +10.7% | +8.7% | +15.7% |
| 1Y | +29.2% | +30.3% | -1.1% | +23.2% |
| 3Y | +71.4% | +432.2% | -360.8% | +37.9% |
| 5Y | +104.2% | +218.8% | -114.6% | +68.2% |
| 10Y | +246.7% | +281.4% | -34.7% | +147.5% |
| All | +246.7% | +301.8% | -55.1% | +147.5% |
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