+1.4%
CRM vs HBM
+97.2%
-95.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | -4.4% | -3.3% | -1.1% | -4.5% |
| 30D | +28.1% | -4.8% | +33.0% | +28.0% |
| 3M | +48.8% | -0.4% | +49.3% | +50.1% |
| 6M | +28.3% | +17.9% | +10.4% | +31.1% |
| YTD | -6.0% | +33.7% | -39.7% | -5.6% |
| 1Y | +1.4% | +95.6% | -94.2% | -3.0% |
| All | +1.4% | +97.2% | -95.8% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling