+325.5%
CL vs HBM
+613.3%
-287.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.4% |
| 7D | -2.2% | -6.4% | +4.2% | -1.9% |
| 30D | -4.8% | +5.9% | -10.7% | -5.1% |
| 3M | +4.9% | -8.9% | +13.8% | +5.0% |
| 6M | -5.7% | +10.7% | -16.4% | -6.7% |
| YTD | +14.4% | +38.3% | -23.9% | +11.9% |
| 1Y | +8.7% | +121.3% | -112.6% | +3.8% |
| 3Y | +30.0% | +450.6% | -420.6% | +17.0% |
| 5Y | +28.4% | +338.0% | -309.6% | +15.0% |
| 10Y | +50.1% | +578.6% | -528.5% | +22.7% |
| All | +325.5% | +613.3% | -287.8% | +224.1% |
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