+8.9%
CRCL vs HBM
+175.0%
-166.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -11.2% | -3.3% | -7.9% | -10.5% |
| 30D | +27.1% | -4.8% | +31.9% | +29.1% |
| 3M | +9.6% | -0.4% | +10.1% | +8.9% |
| 6M | -19.7% | +17.9% | -37.6% | -22.7% |
| YTD | +14.2% | +33.7% | -19.5% | +4.3% |
| 1Y | -32.2% | +95.6% | -127.8% | -41.1% |
| All | +8.9% | +175.0% | -166.2% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling