+3,172.5%
CMG vs HBM
+649.7%
+2,522.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -6.5% | +5.5% | -12.0% | -7.1% |
| 30D | +12.1% | +3.3% | +8.8% | +11.6% |
| 3M | +20.6% | +12.7% | +7.9% | +18.1% |
| 6M | +2.1% | +28.2% | -26.1% | -2.6% |
| YTD | -2.6% | +45.3% | -47.9% | -9.0% |
| 1Y | -8.7% | +121.7% | -130.4% | -19.5% |
| 3Y | -7.4% | +523.5% | -530.9% | -29.9% |
| 5Y | -5.7% | +393.9% | -399.6% | -28.7% |
| 10Y | +322.3% | +647.9% | -325.6% | +174.0% |
| All | +3,172.5% | +649.7% | +2,522.8% | +1,758.5% |
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