+20.1%
CI vs HBM
+31.9%
-11.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.2% | +2.5% |
| 7D | +2.6% | +2.4% | +0.2% | +2.7% |
| 30D | +7.3% | -16.0% | +23.3% | +7.0% |
| 3M | +9.5% | -21.3% | +30.8% | +9.1% |
| 6M | +6.4% | -12.2% | +18.7% | +5.6% |
| YTD | +12.0% | +10.7% | +1.3% | +11.2% |
| 1Y | +20.1% | +30.3% | -10.2% | +20.6% |
| All | +20.1% | +31.9% | -11.8% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling