+25.9%
CMS vs HBM
+349.4%
-323.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +0.4% | -6.4% | +6.7% | +0.5% |
| 30D | -3.6% | +5.9% | -9.5% | -3.8% |
| 3M | -1.9% | -8.9% | +7.0% | -1.7% |
| 6M | -11.0% | +10.7% | -21.6% | -11.6% |
| YTD | +0.2% | +38.3% | -38.1% | -1.6% |
| 1Y | -1.3% | +121.3% | -122.7% | -5.2% |
| 3Y | +35.9% | +450.6% | -414.6% | +21.8% |
| All | +25.9% | +349.4% | -323.5% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling