+150.3%
CI vs HBM
+301.8%
-151.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.2% | +2.9% |
| 7D | +2.6% | +2.4% | +0.2% | +2.3% |
| 30D | +7.3% | -16.0% | +23.3% | +8.9% |
| 3M | +9.5% | -21.3% | +30.8% | +11.6% |
| 6M | +6.4% | -12.2% | +18.7% | +6.3% |
| YTD | +12.0% | +10.7% | +1.3% | +8.0% |
| 1Y | +20.1% | +30.3% | -10.2% | +13.4% |
| 3Y | +9.6% | +432.2% | -422.7% | -16.8% |
| 5Y | +52.7% | +218.8% | -166.1% | +19.9% |
| 10Y | +150.3% | +281.4% | -131.1% | +56.3% |
| All | +150.3% | +301.8% | -151.5% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling