+1,133.1%
CB vs HBM
+443.9%
+689.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +0.2% | -3.6% | +3.9% | +0.6% |
| 30D | +9.1% | -19.2% | +28.2% | +11.0% |
| 3M | +3.4% | -20.5% | +23.9% | +5.1% |
| 6M | +14.1% | -12.8% | +26.9% | +13.9% |
| YTD | +18.0% | +5.4% | +12.6% | +14.5% |
| 1Y | +30.1% | +33.0% | -2.8% | +23.1% |
| 3Y | +71.8% | +357.3% | -285.5% | +37.8% |
| 5Y | +101.8% | +210.4% | -108.6% | +63.6% |
| 10Y | +252.1% | +387.1% | -135.0% | +140.9% |
| All | +1,133.1% | +443.9% | +689.2% | +558.1% |
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