+180.9%
COR vs HBM
+392.2%
-211.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -3.9% | +5.5% | -9.4% | -3.9% |
| 30D | -0.3% | +3.3% | -3.6% | -0.4% |
| 3M | +15.9% | +12.7% | +3.2% | +15.7% |
| 6M | -10.3% | +28.2% | -38.5% | -10.9% |
| YTD | -3.7% | +45.3% | -49.0% | -4.9% |
| 1Y | +9.1% | +121.7% | -112.6% | +5.9% |
| 3Y | +86.6% | +523.5% | -437.0% | +67.0% |
| 5Y | +180.9% | +393.9% | -213.0% | +149.3% |
| All | +180.9% | +392.2% | -211.3% | +149.3% |
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