+196.4%
CFG vs HBM
+478.3%
-281.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.1% |
| 7D | +1.5% | -6.4% | +7.9% | +2.6% |
| 30D | -3.8% | +5.9% | -9.7% | -5.0% |
| 3M | +11.5% | -8.9% | +20.4% | +12.2% |
| 6M | +19.2% | +10.7% | +8.5% | +14.3% |
| YTD | +23.7% | +38.3% | -14.6% | +11.9% |
| 1Y | +38.8% | +121.3% | -82.5% | +11.7% |
| All | +196.4% | +478.3% | -281.9% | +53.3% |
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