+1,719.1%
CP vs HBM
+613.3%
+1,105.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | -2.7% | -6.4% | +3.7% | -1.4% |
| 30D | +0.2% | +5.9% | -5.7% | -1.1% |
| 3M | +2.6% | -8.9% | +11.5% | +3.1% |
| 6M | +6.0% | +10.7% | -4.7% | +1.4% |
| YTD | +24.9% | +38.3% | -13.3% | +13.3% |
| 1Y | +20.1% | +121.3% | -101.2% | -1.9% |
| 3Y | +16.4% | +450.6% | -434.2% | -24.5% |
| 5Y | +31.7% | +338.0% | -306.3% | -15.2% |
| 10Y | +223.9% | +578.6% | -354.8% | +54.1% |
| All | +1,719.1% | +613.3% | +1,105.7% | +515.5% |
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 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