+55.4%
CG vs HBM
+522.1%
-466.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -7.9% | -3.6% |
| 7D | -1.3% | +7.4% | -8.6% | -3.0% |
| 30D | -3.2% | +5.1% | -8.2% | -4.7% |
| 3M | +6.2% | +11.1% | -4.9% | +2.4% |
| 6M | -4.7% | +30.2% | -34.9% | -13.4% |
| YTD | -20.6% | +46.2% | -66.8% | -31.7% |
| 1Y | -26.4% | +120.0% | -146.4% | -44.8% |
| 3Y | +55.4% | +527.4% | -472.0% | -23.4% |
| All | +55.4% | +522.1% | -466.7% | -23.4% |
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