-34.1%
CORZ vs HBM
+36.9%
-71.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +9.0% | -0.8% | +3.4% |
| 7D | +1.7% | +5.0% | -3.3% | -0.9% |
| 30D | -17.5% | -12.7% | -4.7% | -11.2% |
| 3M | -39.5% | -17.4% | -22.0% | -33.3% |
| 6M | -44.5% | -8.9% | -35.6% | -43.0% |
| YTD | -12.6% | +14.9% | -27.5% | -22.4% |
| All | -34.1% | +36.9% | -71.0% | -48.1% |
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 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