+38.2%
CFG vs HBM
+117.5%
-79.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -0.6% | +5.5% | -6.1% | -0.9% |
| 30D | -4.5% | +3.3% | -7.8% | -4.8% |
| 3M | +6.3% | +12.7% | -6.3% | +5.0% |
| 6M | +20.6% | +28.2% | -7.6% | +16.3% |
| YTD | +21.2% | +45.3% | -24.1% | +14.8% |
| 1Y | +38.2% | +121.7% | -83.5% | +31.6% |
| All | +38.2% | +117.5% | -79.3% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling