+0.4%
CMS vs HBM
+122.7%
-122.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | +0.6% |
| 7D | +1.2% | +7.4% | -6.1% | +1.4% |
| 30D | -3.2% | +5.1% | -8.2% | -3.0% |
| 3M | -2.2% | +11.1% | -13.3% | -1.7% |
| 6M | -9.4% | +30.2% | -39.6% | -9.1% |
| YTD | +0.7% | +46.2% | -45.5% | +1.3% |
| 1Y | +0.4% | +120.0% | -119.7% | +0.5% |
| All | +0.4% | +122.7% | -122.4% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling