+613.3%
HBM vs CPB
+23.7%
+589.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.6% |
| 7D | -6.4% | -8.6% | +2.2% | -5.5% |
| 30D | +5.9% | -7.2% | +13.2% | +6.7% |
| 3M | -8.9% | +0.9% | -9.8% | -9.4% |
| 6M | +10.7% | -11.8% | +22.5% | +11.9% |
| YTD | +38.3% | -19.4% | +57.7% | +41.3% |
| 1Y | +121.3% | -30.4% | +151.7% | +130.2% |
| 3Y | +450.6% | -40.2% | +490.7% | +475.1% |
| 5Y | +338.0% | -39.5% | +377.5% | +350.7% |
| 10Y | +578.6% | -47.4% | +626.0% | +627.4% |
| All | +613.3% | +23.7% | +589.6% | +339.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling