+19.3%
A vs HBM
+25.3%
-6.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.7% |
| 7D | -0.5% | +2.2% | -2.7% | -0.7% |
| 30D | 0.0% | -11.8% | +11.8% | +1.3% |
| 3M | +16.7% | -19.2% | +35.9% | +19.3% |
| 6M | +54.8% | -22.9% | +77.7% | +57.8% |
| YTD | +28.8% | +7.8% | +21.0% | +24.9% |
| 1Y | +19.3% | +34.9% | -15.6% | +11.6% |
| All | +19.3% | +25.3% | -6.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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