+24.4%
CP vs HBM
+205.9%
-181.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | +2.8% | -3.6% | +6.4% | +3.4% |
| 30D | +10.2% | -19.2% | +29.4% | +13.8% |
| 3M | +2.4% | -20.5% | +22.9% | +5.7% |
| 6M | +7.7% | -12.8% | +20.5% | +7.9% |
| YTD | +26.0% | +5.4% | +20.6% | +20.1% |
| 1Y | +34.6% | +33.0% | +1.7% | +22.4% |
| 3Y | +26.7% | +357.3% | -330.6% | -14.6% |
| All | +24.4% | +205.9% | -181.5% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling