+1,476.5%
CF vs HBM
+435.3%
+1,041.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.4% | +13.6% | +7.8% |
| 7D | +0.4% | -11.9% | +12.3% | +3.0% |
| 30D | +2.2% | -23.6% | +25.8% | +7.9% |
| 3M | +2.1% | -20.5% | +22.6% | +6.3% |
| 6M | -6.5% | -7.9% | +1.3% | -8.2% |
| YTD | +55.6% | +3.8% | +51.8% | +44.0% |
| 1Y | +42.3% | +31.7% | +10.6% | +23.6% |
| 3Y | +55.7% | +342.4% | -286.7% | -6.9% |
| 5Y | +122.4% | +205.5% | -83.1% | +36.8% |
| 10Y | +568.5% | +379.4% | +189.1% | +198.1% |
| All | +1,476.5% | +435.3% | +1,041.2% | +437.2% |
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