+2,524.3%
COR vs HBM
+613.3%
+1,910.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.8% |
| 7D | +2.8% | -6.4% | +9.1% | +3.2% |
| 30D | +4.5% | +5.9% | -1.4% | +4.0% |
| 3M | +22.7% | -8.9% | +31.6% | +22.8% |
| 6M | -9.7% | +10.7% | -20.4% | -11.3% |
| YTD | -1.4% | +38.3% | -39.7% | -5.1% |
| 1Y | +13.9% | +121.3% | -107.4% | +5.4% |
| 3Y | +94.0% | +450.6% | -356.6% | +62.6% |
| 5Y | +184.0% | +338.0% | -154.0% | +136.5% |
| 10Y | +406.8% | +578.6% | -171.8% | +271.5% |
| All | +2,524.3% | +613.3% | +1,910.9% | +1,713.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling