+574.3%
CF vs HBM
+599.4%
-25.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.0% | -0.5% |
| 7D | -0.9% | +7.4% | -8.3% | -2.4% |
| 30D | +18.1% | +5.1% | +13.0% | +16.6% |
| 3M | +23.4% | +11.1% | +12.2% | +19.0% |
| 6M | +17.1% | +30.2% | -13.1% | +6.2% |
| YTD | +76.2% | +46.2% | +30.0% | +53.4% |
| 1Y | +62.3% | +120.0% | -57.8% | +26.4% |
| 3Y | +71.8% | +527.4% | -455.6% | -4.0% |
| 5Y | +234.6% | +400.4% | -165.8% | +84.8% |
| 10Y | +574.3% | +621.5% | -47.3% | +167.9% |
| All | +574.3% | +599.4% | -25.2% | +167.9% |
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