+102.5%
CFG vs HBM
+349.4%
-246.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.1% |
| 7D | +1.5% | -6.4% | +7.9% | +2.8% |
| 30D | -3.8% | +5.9% | -9.7% | -5.2% |
| 3M | +11.5% | -8.9% | +20.4% | +12.1% |
| 6M | +19.2% | +10.7% | +8.5% | +13.7% |
| YTD | +23.7% | +38.3% | -14.6% | +10.8% |
| 1Y | +38.8% | +121.3% | -82.5% | +10.2% |
| 3Y | +178.9% | +450.6% | -271.7% | +66.1% |
| All | +102.5% | +349.4% | -246.8% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling