+331.1%
HBM vs CRL
-38.6%
+369.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.9% | -5.6% | -6.9% |
| 7D | -3.7% | -6.9% | +3.2% | -1.6% |
| 30D | -3.7% | -3.2% | -0.5% | -2.6% |
| 3M | +8.0% | +46.5% | -38.5% | -4.6% |
| 6M | +15.8% | +63.1% | -47.3% | -1.8% |
| YTD | +34.4% | +36.9% | -2.5% | +19.5% |
| 1Y | +98.2% | +78.1% | +20.0% | +60.5% |
| 3Y | +476.6% | +36.7% | +439.9% | +382.5% |
| 5Y | +331.1% | -38.1% | +369.2% | +330.4% |
| All | +331.1% | -38.6% | +369.7% | +330.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling