+32.2%
CP vs HBM
+31.3%
+0.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -1.3% | +0.6% | -0.6% |
| 30D | +9.6% | -14.8% | +24.5% | +10.9% |
| 3M | +2.2% | -20.7% | +22.9% | +4.0% |
| 6M | +11.1% | -13.9% | +25.0% | +11.7% |
| YTD | +28.2% | +10.6% | +17.6% | +23.3% |
| 1Y | +32.2% | +32.4% | -0.2% | +21.3% |
| All | +32.2% | +31.3% | +0.9% | +21.3% |
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