+362.4%
CFG vs HBM
+223.0%
+139.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.1% |
| 7D | +1.5% | -6.4% | +7.9% | +2.9% |
| 30D | -3.8% | +5.9% | -9.7% | -5.3% |
| 3M | +11.5% | -8.9% | +20.4% | +12.0% |
| 6M | +19.2% | +10.7% | +8.5% | +13.6% |
| YTD | +23.7% | +38.3% | -14.6% | +11.2% |
| 1Y | +38.8% | +121.3% | -82.5% | +11.5% |
| 3Y | +178.9% | +450.6% | -271.7% | +75.4% |
| 5Y | +101.8% | +338.0% | -236.2% | +26.4% |
| 10Y | +317.3% | +578.6% | -261.3% | +107.6% |
| All | +362.4% | +223.0% | +139.4% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling