+103.2%
CB vs HBM
+205.9%
-102.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.8% |
| 7D | +0.2% | -3.6% | +3.9% | +0.3% |
| 30D | +9.1% | -19.2% | +28.2% | +9.6% |
| 3M | +3.4% | -20.5% | +23.9% | +3.9% |
| 6M | +14.1% | -12.8% | +26.9% | +13.7% |
| YTD | +18.0% | +5.4% | +12.6% | +15.6% |
| 1Y | +30.1% | +33.0% | -2.8% | +25.5% |
| 3Y | +71.8% | +357.3% | -285.5% | +45.3% |
| All | +103.2% | +205.9% | -102.7% | +74.9% |
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