+39.9%
CL vs HBM
+205.9%
-166.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.2% |
| 7D | +1.3% | -3.6% | +5.0% | +1.3% |
| 30D | +11.4% | -19.2% | +30.5% | +11.4% |
| 3M | +4.4% | -20.5% | +24.9% | +4.4% |
| 6M | +10.8% | -12.8% | +23.6% | +10.6% |
| YTD | +25.1% | +5.4% | +19.7% | +24.5% |
| 1Y | +28.0% | +33.0% | -5.0% | +27.0% |
| 3Y | +37.6% | +357.3% | -319.7% | +31.6% |
| All | +39.9% | +205.9% | -166.0% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling