-14.1%
CG vs HBM
+47.3%
-61.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.6% | +0.9% | +4.0% |
| 7D | +9.4% | -5.8% | +15.3% | +10.3% |
| 30D | +8.7% | -18.5% | +27.2% | +11.8% |
| 3M | -15.0% | -10.3% | -4.7% | -14.2% |
| 6M | -13.2% | +2.1% | -15.3% | -14.8% |
| YTD | -26.2% | +12.0% | -38.2% | -32.4% |
| 1Y | -14.1% | +49.8% | -63.9% | -29.6% |
| All | -14.1% | +47.3% | -61.4% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling