+5.5%
CG vs HBM
+392.2%
-386.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -6.4% | +5.5% | -11.9% | -7.9% |
| 30D | -7.1% | +3.3% | -10.3% | -8.2% |
| 3M | -1.6% | +12.7% | -14.2% | -5.9% |
| 6M | -8.3% | +28.2% | -36.5% | -17.1% |
| YTD | -23.8% | +45.3% | -69.1% | -34.8% |
| 1Y | -28.7% | +121.7% | -150.4% | -47.1% |
| 3Y | +49.2% | +523.5% | -474.4% | -24.2% |
| 5Y | +5.5% | +393.9% | -388.4% | -43.4% |
| All | +5.5% | +392.2% | -386.7% | -43.4% |
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 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