+2,670.4%
COR vs HBM
+462.4%
+2,208.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | 0.0% |
| 7D | +2.9% | +5.1% | -2.2% | +2.5% |
| 30D | +5.8% | -15.8% | +21.6% | +7.0% |
| 3M | +11.4% | -22.4% | +33.8% | +13.0% |
| 6M | +34.5% | -20.2% | +54.7% | +35.3% |
| YTD | +4.1% | +9.0% | -4.9% | +1.6% |
| 1Y | -3.1% | +27.4% | -30.5% | -6.6% |
| 3Y | +80.9% | +424.2% | -343.4% | +51.5% |
| 5Y | +195.1% | +196.1% | -1.0% | +153.1% |
| 10Y | +492.7% | +285.4% | +207.3% | +352.8% |
| All | +2,670.4% | +462.4% | +2,208.0% | +1,841.1% |
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