+1,771.4%
CP vs HBM
+492.8%
+1,278.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.0% | -7.0% | +0.3% |
| 7D | +2.8% | +5.0% | -2.2% | +1.7% |
| 30D | +11.3% | -12.7% | +24.1% | +13.9% |
| 3M | +2.9% | -17.4% | +20.3% | +6.0% |
| 6M | +9.8% | -8.9% | +18.6% | +9.2% |
| YTD | +28.5% | +14.9% | +13.6% | +20.1% |
| 1Y | +33.5% | +41.4% | -7.9% | +19.3% |
| 3Y | +31.9% | +462.1% | -430.2% | -15.2% |
| 5Y | +25.5% | +224.0% | -198.5% | -14.3% |
| 10Y | +257.6% | +320.9% | -63.3% | +88.8% |
| All | +1,771.4% | +492.8% | +1,278.6% | +552.7% |
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