+1,487.4%
CF vs HBM
+443.9%
+1,043.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -3.2% | -3.6% | +0.5% | -2.6% |
| 30D | +4.3% | -19.2% | +23.5% | +8.7% |
| 3M | +2.8% | -20.5% | +23.3% | +7.0% |
| 6M | +0.6% | -12.8% | +13.4% | +0.3% |
| YTD | +56.6% | +5.4% | +51.2% | +44.5% |
| 1Y | +49.6% | +33.0% | +16.7% | +29.7% |
| 3Y | +61.5% | +357.3% | -295.8% | -4.2% |
| 5Y | +124.0% | +210.4% | -86.4% | +37.2% |
| 10Y | +573.2% | +387.1% | +186.0% | +199.1% |
| All | +1,487.4% | +443.9% | +1,043.5% | +439.0% |
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