+2,944.6%
COST vs HBM
+654.4%
+2,290.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.4% | -1.0% |
| 7D | -3.2% | +7.4% | -10.5% | -3.6% |
| 30D | -4.0% | +5.1% | -9.0% | -4.4% |
| 3M | -6.5% | +11.1% | -17.6% | -7.5% |
| 6M | -8.5% | +30.2% | -38.7% | -10.9% |
| YTD | +6.0% | +46.2% | -40.2% | +2.2% |
| 1Y | -5.8% | +120.0% | -125.8% | -12.1% |
| 3Y | +71.8% | +527.4% | -455.6% | +46.6% |
| 5Y | +106.2% | +400.4% | -294.2% | +75.3% |
| 10Y | +602.0% | +621.5% | -19.5% | +445.4% |
| All | +2,944.6% | +654.4% | +2,290.3% | +2,130.0% |
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 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