+395.2%
COR vs HBM
+619.2%
-224.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -2.8% | -3.3% | +0.5% | -2.7% |
| 30D | +2.6% | -4.8% | +7.4% | +2.8% |
| 3M | +14.5% | -0.4% | +14.9% | +14.1% |
| 6M | -7.8% | +17.9% | -25.7% | -9.8% |
| YTD | -4.2% | +33.7% | -37.9% | -7.4% |
| 1Y | +7.0% | +95.6% | -88.6% | +0.1% |
| 3Y | +85.5% | +458.1% | -372.6% | +54.5% |
| 5Y | +181.2% | +329.0% | -147.8% | +133.2% |
| All | +395.2% | +619.2% | -224.0% | +251.2% |
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