+33.2%
CP vs HBM
+25.3%
+7.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +2.1% | +2.2% | -0.1% | +1.9% |
| 30D | +9.3% | -11.8% | +21.1% | +10.2% |
| 3M | +0.5% | -19.2% | +19.7% | +2.0% |
| 6M | +10.4% | -22.9% | +33.3% | +12.3% |
| YTD | +28.7% | +7.8% | +20.9% | +25.1% |
| 1Y | +33.2% | +34.9% | -1.7% | +22.6% |
| All | +33.2% | +25.3% | +7.9% | +22.6% |
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