+588.2%
HBM vs CPB
-45.3%
+633.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -3.3% | -1.8% | -1.5% | -3.3% |
| 30D | -4.8% | -7.1% | +2.3% | -5.0% |
| 3M | -0.4% | -6.0% | +5.6% | -0.4% |
| 6M | +17.9% | -5.3% | +23.1% | +17.9% |
| YTD | +33.7% | -20.8% | +54.6% | +33.8% |
| 1Y | +95.6% | -33.8% | +129.4% | +96.1% |
| 3Y | +458.1% | -43.7% | +501.9% | +456.0% |
| 5Y | +329.0% | -40.7% | +369.7% | +326.8% |
| All | +588.2% | -45.3% | +633.5% | +642.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling