+86.5%
COR vs HBM
+506.5%
-420.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.5% |
| 7D | -3.9% | +5.5% | -9.4% | -3.6% |
| 30D | -0.3% | +3.3% | -3.6% | -0.1% |
| 3M | +15.9% | +12.7% | +3.2% | +17.1% |
| 6M | -10.3% | +28.2% | -38.5% | -8.7% |
| YTD | -3.7% | +45.3% | -49.0% | -1.3% |
| 1Y | +9.1% | +121.7% | -112.6% | +13.6% |
| All | +86.5% | +506.5% | -420.0% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling