+350.2%
CG vs HBM
+176.8%
+173.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -4.3% | -6.4% | +2.0% | -3.0% |
| 30D | -5.1% | +5.9% | -11.0% | -6.5% |
| 3M | +8.7% | -8.9% | +17.6% | +9.5% |
| 6M | -9.2% | +10.7% | -19.9% | -13.1% |
| YTD | -18.9% | +38.3% | -57.1% | -26.8% |
| 1Y | -25.6% | +121.3% | -147.0% | -39.9% |
| 3Y | +57.3% | +450.6% | -393.3% | +1.7% |
| 5Y | +10.2% | +338.0% | -327.8% | -28.2% |
| 10Y | +364.2% | +578.6% | -214.4% | +134.8% |
| All | +350.2% | +176.8% | +173.3% | +120.3% |
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