+589.9%
HBM vs CGNX
+2,184.5%
-1,594.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -2.4% |
| 7D | -3.3% | +3.2% | -6.5% | -4.7% |
| 30D | -4.8% | +6.0% | -10.8% | -7.7% |
| 3M | -0.4% | +3.5% | -4.0% | -2.8% |
| 6M | +17.9% | +26.3% | -8.4% | +5.7% |
| YTD | +33.7% | +79.2% | -45.5% | -3.0% |
| 1Y | +95.6% | +43.8% | +51.8% | +55.0% |
| 3Y | +458.1% | +52.0% | +406.2% | +308.4% |
| 5Y | +329.0% | -24.0% | +353.0% | +322.9% |
| 10Y | +588.2% | +189.1% | +399.1% | +249.8% |
| All | +589.9% | +2,184.5% | -1,594.7% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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