+53.4%
CL vs HBM
+599.3%
-545.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.6% |
| 7D | -1.4% | +7.3% | -8.7% | -1.6% |
| 30D | -5.2% | +5.0% | -10.2% | -5.4% |
| 3M | +3.3% | +11.1% | -7.8% | +2.9% |
| 6M | -4.4% | +30.2% | -34.6% | -5.5% |
| YTD | +13.9% | +46.2% | -32.3% | +12.0% |
| 1Y | +7.6% | +120.0% | -112.4% | +4.2% |
| 3Y | +29.6% | +527.3% | -497.7% | +19.2% |
| 5Y | +28.1% | +400.3% | -372.2% | +17.4% |
| 10Y | +53.4% | +621.3% | -568.0% | +26.4% |
| All | +53.4% | +599.3% | -545.9% | +26.4% |
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