+1,734.4%
CP vs HBM
+443.9%
+1,290.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | +2.8% | -3.6% | +6.4% | +3.5% |
| 30D | +10.2% | -19.2% | +29.4% | +14.5% |
| 3M | +2.4% | -20.5% | +22.9% | +6.3% |
| 6M | +7.7% | -12.8% | +20.5% | +8.1% |
| YTD | +26.0% | +5.4% | +20.6% | +19.8% |
| 1Y | +34.6% | +33.0% | +1.7% | +21.8% |
| 3Y | +26.7% | +357.3% | -330.6% | -15.1% |
| 5Y | +24.9% | +210.4% | -185.5% | -14.0% |
| 10Y | +258.6% | +387.1% | -128.5% | +82.1% |
| All | +1,734.4% | +443.9% | +1,290.5% | +551.1% |
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