+80.5%
COR vs HBM
+448.1%
-367.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.5% | +0.7% |
| 7D | +2.4% | +2.4% | 0.0% | +2.5% |
| 30D | +7.7% | -16.0% | +23.6% | +6.7% |
| 3M | +7.5% | -21.3% | +28.8% | +6.3% |
| 6M | +34.1% | -12.2% | +46.4% | +34.0% |
| YTD | +3.9% | +10.7% | -6.8% | +5.1% |
| 1Y | -3.6% | +30.3% | -33.9% | -1.8% |
| 3Y | +80.5% | +432.2% | -351.7% | +99.6% |
| All | +80.5% | +448.1% | -367.6% | +99.6% |
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