+481.0%
CF vs HBM
+301.8%
+179.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +3.3% |
| 7D | +4.8% | +2.4% | +2.4% | +3.9% |
| 30D | +9.7% | -16.0% | +25.7% | +12.9% |
| 3M | +1.2% | -21.3% | +22.6% | +5.2% |
| 6M | +7.4% | -12.2% | +19.6% | +6.9% |
| YTD | +60.5% | +10.7% | +49.9% | +46.8% |
| 1Y | +50.7% | +30.3% | +20.4% | +32.0% |
| 3Y | +64.8% | +432.2% | -367.4% | -5.7% |
| 5Y | +115.8% | +218.8% | -103.0% | +31.9% |
| 10Y | +481.0% | +281.4% | +199.7% | +169.8% |
| All | +481.0% | +301.8% | +179.3% | +169.8% |
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 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