+194.9%
COR vs HBM
+215.2%
-20.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.5% | +0.9% |
| 7D | +2.4% | +2.4% | 0.0% | +2.4% |
| 30D | +7.7% | -16.0% | +23.6% | +7.8% |
| 3M | +7.5% | -21.3% | +28.8% | +7.7% |
| 6M | +34.1% | -12.2% | +46.4% | +34.0% |
| YTD | +3.9% | +10.7% | -6.8% | +2.8% |
| 1Y | -3.6% | +30.3% | -33.9% | -5.2% |
| 3Y | +80.5% | +432.2% | -351.7% | +60.7% |
| 5Y | +194.9% | +218.8% | -23.9% | +167.2% |
| All | +194.9% | +215.2% | -20.3% | +167.2% |
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 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