-41.3%
CORZ vs HBM
+47.3%
-88.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.6% | -14.0% | -12.2% |
| 7D | -14.9% | -5.8% | -9.1% | -12.4% |
| 30D | -23.1% | -18.5% | -4.6% | -14.9% |
| 3M | -44.1% | -10.3% | -33.8% | -41.0% |
| 6M | -39.5% | +2.1% | -41.6% | -41.0% |
| YTD | -12.4% | +12.0% | -24.4% | -19.5% |
| 1Y | -41.3% | +49.8% | -91.1% | -55.0% |
| All | -41.3% | +47.3% | -88.6% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling