-5.0%
CMG vs HBM
+336.0%
-341.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.5% | +7.8% | +1.3% |
| 7D | -3.8% | -3.7% | -0.1% | -3.4% |
| 30D | +12.9% | -3.7% | +16.6% | +13.3% |
| 3M | +18.8% | +8.0% | +10.8% | +16.6% |
| 6M | +4.1% | +15.8% | -11.7% | -0.3% |
| YTD | -2.4% | +34.4% | -36.7% | -9.4% |
| 1Y | -6.7% | +98.2% | -104.8% | -19.2% |
| 3Y | -7.1% | +476.6% | -483.7% | -34.7% |
| 5Y | -5.0% | +331.1% | -336.1% | -29.0% |
| All | -5.0% | +336.0% | -341.0% | -29.0% |
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