+190.6%
CFG vs HBM
+424.7%
-234.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.0% | -6.0% | +1.6% |
| 7D | +0.3% | +5.0% | -4.8% | -0.5% |
| 30D | +3.2% | -12.7% | +16.0% | +5.1% |
| 3M | -9.7% | -17.4% | +7.7% | -7.7% |
| 6M | +3.6% | -8.9% | +12.5% | +2.9% |
| YTD | +14.7% | +14.9% | -0.2% | +7.0% |
| 1Y | +29.6% | +41.4% | -11.8% | +15.7% |
| 3Y | +190.6% | +462.1% | -271.6% | +55.4% |
| All | +190.6% | +424.7% | -234.2% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling