-3.1%
CMS vs HBM
+36.9%
-40.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.0% | -8.5% | +0.9% |
| 7D | -0.9% | +5.0% | -5.9% | -0.7% |
| 30D | +7.1% | -12.7% | +19.8% | +6.7% |
| 3M | -1.3% | -17.4% | +16.1% | -1.7% |
| 6M | -2.7% | -8.9% | +6.2% | -2.8% |
| YTD | +2.6% | +14.9% | -12.3% | +2.0% |
| All | -3.1% | +36.9% | -40.0% | -4.1% |
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