+3,294.3%
CMI vs HBM
+649.7%
+2,644.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +0.7% | +5.5% | -4.8% | -0.6% |
| 30D | -12.3% | +3.3% | -15.6% | -13.2% |
| 3M | -16.8% | +12.7% | -29.4% | -19.8% |
| 6M | +1.5% | +28.2% | -26.7% | -6.0% |
| YTD | +9.8% | +45.3% | -35.5% | -1.9% |
| 1Y | +42.6% | +121.7% | -79.1% | +14.4% |
| 3Y | +151.0% | +523.5% | -372.5% | +50.5% |
| 5Y | +167.0% | +393.9% | -226.9% | +58.2% |
| 10Y | +512.2% | +647.9% | -135.7% | +155.3% |
| All | +3,294.3% | +649.7% | +2,644.6% | +781.3% |
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 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