+223.2%
CP vs HBM
+599.4%
-376.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -1.5% |
| 7D | +2.4% | +7.4% | -4.9% | +1.1% |
| 30D | -0.5% | +5.1% | -5.6% | -1.5% |
| 3M | +1.4% | +11.1% | -9.7% | -1.3% |
| 6M | +10.3% | +30.2% | -19.9% | +3.2% |
| YTD | +24.3% | +46.2% | -21.9% | +12.9% |
| 1Y | +20.4% | +120.0% | -99.6% | +0.8% |
| 3Y | +21.8% | +527.4% | -505.6% | -19.0% |
| 5Y | +31.5% | +400.4% | -368.9% | -13.1% |
| 10Y | +223.2% | +621.5% | -398.3% | +55.0% |
| All | +223.2% | +599.4% | -376.2% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling