+141.0%
CI vs HBM
+625.8%
-484.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.9% |
| 7D | -1.1% | +5.5% | -6.6% | -1.7% |
| 30D | +0.5% | +3.3% | -2.8% | 0.0% |
| 3M | -5.2% | +12.7% | -17.8% | -6.9% |
| 6M | +4.3% | +28.2% | -23.9% | +0.1% |
| YTD | +2.8% | +45.3% | -42.5% | -3.2% |
| 1Y | -5.8% | +121.7% | -127.5% | -16.0% |
| 3Y | +4.7% | +523.5% | -518.8% | -21.3% |
| 5Y | +42.7% | +393.9% | -351.2% | +6.3% |
| 10Y | +141.0% | +647.9% | -506.9% | +38.1% |
| All | +141.0% | +625.8% | -484.9% | +38.1% |
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