+122.2%
CMS vs HBM
+625.8%
-503.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | +0.2% | +5.5% | -5.4% | 0.0% |
| 30D | -1.3% | +3.3% | -4.6% | -1.4% |
| 3M | -5.4% | +12.7% | -18.0% | -5.8% |
| 6M | -10.3% | +28.2% | -38.5% | -11.3% |
| YTD | -0.2% | +45.3% | -45.5% | -1.8% |
| 1Y | -0.9% | +121.7% | -122.6% | -3.8% |
| 3Y | +34.0% | +523.5% | -489.6% | +24.4% |
| 5Y | +23.6% | +393.9% | -370.4% | +14.5% |
| 10Y | +122.2% | +647.9% | -525.7% | +81.7% |
| All | +122.2% | +625.8% | -503.6% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling