+299.6%
CG vs HBM
+121.6%
+178.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.2% | -0.7% |
| 7D | +2.0% | +2.4% | -0.4% | +1.5% |
| 30D | +8.5% | -16.0% | +24.5% | +12.3% |
| 3M | -12.1% | -21.3% | +9.2% | -8.2% |
| 6M | -16.4% | -12.2% | -4.2% | -15.8% |
| YTD | -28.0% | +10.7% | -38.6% | -32.2% |
| 1Y | -18.9% | +30.3% | -49.2% | -26.4% |
| 3Y | +51.2% | +432.2% | -381.0% | -1.6% |
| 5Y | -15.9% | +218.8% | -234.7% | -41.6% |
| 10Y | +305.9% | +281.4% | +24.6% | +127.9% |
| All | +299.6% | +121.6% | +178.1% | +104.0% |
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