+654.4%
HBM vs CRL
+932.2%
-277.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.7% | +8.4% | +6.9% |
| 7D | +7.4% | -0.6% | +7.9% | +7.5% |
| 30D | +5.1% | +5.0% | +0.1% | +2.9% |
| 3M | +11.1% | +50.6% | -39.5% | -8.0% |
| 6M | +30.2% | +60.9% | -30.7% | +3.6% |
| YTD | +46.2% | +40.7% | +5.5% | +22.1% |
| 1Y | +120.0% | +73.3% | +46.7% | +65.4% |
| 3Y | +527.4% | +40.6% | +486.9% | +375.6% |
| 5Y | +400.4% | -37.0% | +437.4% | +440.4% |
| 10Y | +621.5% | +244.3% | +377.2% | +225.4% |
| All | +654.4% | +932.2% | -277.8% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling