+1,445.6%
CI vs HBM
+443.9%
+1,001.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.8% |
| 7D | -1.6% | -3.6% | +2.1% | -1.2% |
| 30D | +5.4% | -19.2% | +24.6% | +7.5% |
| 3M | +7.3% | -20.5% | +27.8% | +9.3% |
| 6M | +5.3% | -12.8% | +18.1% | +5.3% |
| YTD | +8.5% | +5.4% | +3.1% | +5.3% |
| 1Y | +17.1% | +33.0% | -15.8% | +10.5% |
| 3Y | +1.4% | +357.3% | -355.9% | -20.2% |
| 5Y | +50.5% | +210.4% | -159.9% | +19.9% |
| 10Y | +168.5% | +387.1% | -218.6% | +78.3% |
| All | +1,445.6% | +443.9% | +1,001.7% | +714.0% |
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