+3,631.5%
CRS vs HBM
+654.4%
+2,977.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.8% | -9.3% | -5.5% |
| 7D | -3.1% | +7.4% | -10.4% | -5.6% |
| 30D | -19.6% | +5.1% | -24.7% | -21.4% |
| 3M | -8.1% | +11.1% | -19.2% | -12.8% |
| 6M | +18.6% | +30.2% | -11.6% | +5.0% |
| YTD | +45.9% | +46.2% | -0.4% | +22.0% |
| 1Y | +82.5% | +120.0% | -37.6% | +30.6% |
| 3Y | +648.9% | +527.4% | +121.5% | +245.3% |
| 5Y | +1,438.1% | +400.4% | +1,037.7% | +612.8% |
| 10Y | +1,327.0% | +621.5% | +705.5% | +370.1% |
| All | +3,631.5% | +654.4% | +2,977.2% | +812.1% |
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