+1,050.5%
CB vs HBM
+613.3%
+437.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +0.5% | -6.4% | +6.8% | +1.1% |
| 30D | -3.1% | +5.9% | -9.0% | -3.8% |
| 3M | +9.0% | -8.9% | +17.9% | +9.1% |
| 6M | +2.9% | +10.7% | -7.8% | +0.4% |
| YTD | +10.1% | +38.3% | -28.2% | +4.5% |
| 1Y | +22.8% | +121.3% | -98.5% | +10.4% |
| 3Y | +73.8% | +450.6% | -376.8% | +37.5% |
| 5Y | +99.2% | +338.0% | -238.8% | +56.3% |
| 10Y | +218.2% | +578.6% | -360.4% | +111.1% |
| All | +1,050.5% | +613.3% | +437.2% | +500.8% |
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 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