+456.2%
HBM vs CPB
+33.5%
+422.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.4% |
| 7D | +2.2% | -1.6% | +3.8% | +2.4% |
| 30D | -11.8% | +19.2% | -31.0% | -13.6% |
| 3M | -19.2% | -0.9% | -18.3% | -19.2% |
| 6M | -22.9% | +15.2% | -38.1% | -24.6% |
| YTD | +7.8% | -13.1% | +20.9% | +9.2% |
| 1Y | +34.9% | -22.4% | +57.3% | +38.7% |
| 3Y | +422.2% | -35.3% | +457.5% | +440.3% |
| 5Y | +192.8% | -33.0% | +225.8% | +197.1% |
| 10Y | +281.1% | -39.2% | +320.3% | +290.7% |
| All | +456.2% | +33.5% | +422.7% | +239.6% |
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