+192.1%
CFG vs HBM
+424.8%
-232.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +3.2% | +2.2% | +0.9% | +2.8% |
| 30D | +5.1% | -11.8% | +16.9% | +6.8% |
| 3M | -11.2% | -19.2% | +8.0% | -9.0% |
| 6M | +9.6% | -22.9% | +32.4% | +11.9% |
| YTD | +15.0% | +7.8% | +7.2% | +8.3% |
| 1Y | +29.9% | +34.9% | -5.1% | +16.7% |
| 3Y | +192.1% | +422.2% | -230.1% | +58.9% |
| All | +192.1% | +424.8% | -232.7% | +58.9% |
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