+1,673.1%
CF vs HBM
+613.3%
+1,059.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | +6.0% | -6.4% | +12.4% | +7.5% |
| 30D | +14.8% | +5.9% | +8.9% | +13.0% |
| 3M | +14.1% | -8.9% | +23.0% | +14.6% |
| 6M | +28.5% | +10.7% | +17.9% | +20.1% |
| YTD | +74.9% | +38.3% | +36.7% | +53.1% |
| 1Y | +61.7% | +121.3% | -59.6% | +24.3% |
| 3Y | +80.3% | +450.6% | -370.3% | +3.3% |
| 5Y | +226.0% | +338.0% | -112.0% | +85.1% |
| 10Y | +569.9% | +578.6% | -8.8% | +176.7% |
| All | +1,673.1% | +613.3% | +1,059.7% | +471.1% |
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