+84.9%
CL vs HBM
+301.8%
-216.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.8% | +0.2% |
| 7D | +2.6% | +2.4% | +0.2% | +2.5% |
| 30D | +11.8% | -16.0% | +27.7% | +12.2% |
| 3M | +5.9% | -21.3% | +27.2% | +6.4% |
| 6M | +13.3% | -12.2% | +25.5% | +13.2% |
| YTD | +27.1% | +10.7% | +16.4% | +25.8% |
| 1Y | +28.0% | +30.3% | -2.3% | +25.9% |
| 3Y | +39.4% | +432.2% | -392.9% | +28.6% |
| 5Y | +40.8% | +218.8% | -178.0% | +31.1% |
| 10Y | +84.9% | +281.4% | -196.5% | +59.4% |
| All | +84.9% | +301.8% | -216.9% | +59.4% |
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