+43.4%
CL vs HBM
+194.0%
-150.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | +3.2% | +2.2% | +1.0% | +3.2% |
| 30D | +8.0% | -11.8% | +19.8% | +8.0% |
| 3M | +7.9% | -19.2% | +27.1% | +7.9% |
| 6M | +14.7% | -22.9% | +37.6% | +14.8% |
| YTD | +29.2% | +7.8% | +21.4% | +28.5% |
| 1Y | +29.5% | +34.9% | -5.4% | +28.6% |
| 3Y | +40.7% | +422.2% | -381.5% | +33.8% |
| All | +43.4% | +194.0% | -150.7% | +37.9% |
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