+110.9%
CF vs HBM
+194.0%
-83.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +4.8% | +2.2% | +2.5% | +4.4% |
| 30D | +4.7% | -11.8% | +16.5% | +5.9% |
| 3M | +7.4% | -19.2% | +26.6% | +9.5% |
| 6M | +0.6% | -22.9% | +23.5% | +2.2% |
| YTD | +64.1% | +7.8% | +56.3% | +54.7% |
| 1Y | +51.4% | +34.9% | +16.5% | +36.5% |
| 3Y | +67.8% | +422.2% | -354.4% | +7.7% |
| All | +110.9% | +194.0% | -83.1% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling