+588.2%
HBM vs CRL
+256.1%
+332.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.3% |
| 7D | -3.3% | -3.5% | +0.3% | -1.8% |
| 30D | -4.8% | -2.1% | -2.7% | -3.8% |
| 3M | -0.4% | +48.0% | -48.4% | -16.8% |
| 6M | +17.9% | +64.7% | -46.9% | -7.0% |
| YTD | +33.7% | +39.5% | -5.8% | +12.2% |
| 1Y | +95.6% | +74.2% | +21.4% | +46.7% |
| 3Y | +458.1% | +39.4% | +418.8% | +324.3% |
| 5Y | +329.0% | -36.9% | +365.9% | +388.3% |
| All | +588.2% | +256.1% | +332.1% | +157.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling