-65.0%
CBRS vs HBM
-22.5%
-42.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.1% | +12.3% | +11.9% |
| 7D | +21.2% | +2.2% | +19.0% | +19.7% |
| 30D | -23.2% | -11.8% | -11.4% | -17.6% |
| 3M | -52.9% | -19.2% | -33.7% | -47.7% |
| All | -65.0% | -22.5% | -42.6% | -63.4% |
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