+49.8%
HBM vs CRL
+85.3%
-35.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.3% | +10.9% | +5.4% |
| 7D | -5.8% | -12.8% | +6.9% | -2.7% |
| 30D | -18.5% | +5.0% | -23.5% | -19.7% |
| 3M | -10.3% | +39.4% | -49.6% | -17.1% |
| 6M | +2.1% | +89.4% | -87.2% | -12.9% |
| YTD | +12.0% | +63.6% | -51.5% | -5.3% |
| 1Y | +49.8% | +83.5% | -33.7% | +23.0% |
| All | +49.8% | +85.3% | -35.6% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling