-12.5%
CORZ vs HBM
+31.2%
-43.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.5% |
| 7D | +26.4% | +5.1% | +21.3% | +23.1% |
| 30D | -6.8% | -15.8% | +9.0% | +2.1% |
| 3M | -31.1% | -22.4% | -8.7% | -21.7% |
| 6M | -36.9% | -20.2% | -16.7% | -30.7% |
| YTD | -1.2% | +9.0% | -10.2% | -8.9% |
| 1Y | -12.5% | +27.4% | -39.9% | -27.5% |
| All | -12.5% | +31.2% | -43.7% | -27.5% |
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