-14.9%
A vs HBM
+369.9%
-384.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.8% | -8.4% | -3.6% |
| 7D | -2.1% | +7.4% | -9.4% | -3.3% |
| 30D | +0.6% | +5.1% | -4.5% | -0.4% |
| 3M | +10.9% | +11.1% | -0.2% | +8.0% |
| 6M | +28.2% | +30.2% | -2.1% | +20.3% |
| YTD | +8.6% | +46.2% | -37.6% | -1.2% |
| 1Y | +15.5% | +120.0% | -104.5% | -3.4% |
| 3Y | +31.8% | +527.4% | -495.6% | -12.6% |
| 5Y | -14.9% | +400.4% | -415.3% | -41.4% |
| All | -14.9% | +369.9% | -384.7% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling