+471.5%
CF vs HBM
+281.1%
+190.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +4.8% | +2.2% | +2.5% | +4.1% |
| 30D | +4.7% | -11.8% | +16.5% | +6.7% |
| 3M | +7.4% | -19.2% | +26.6% | +10.9% |
| 6M | +0.6% | -22.9% | +23.5% | +3.0% |
| YTD | +64.1% | +7.8% | +56.3% | +50.9% |
| 1Y | +51.4% | +34.9% | +16.5% | +31.4% |
| 3Y | +67.8% | +422.2% | -354.4% | -3.7% |
| 5Y | +114.1% | +192.8% | -78.7% | +33.7% |
| All | +471.5% | +281.1% | +190.3% | +158.7% |
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