+1,385.0%
A vs HBM
+462.4%
+922.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.0% |
| 7D | +0.7% | +5.1% | -4.3% | -0.2% |
| 30D | +0.8% | -15.8% | +16.6% | +3.8% |
| 3M | +16.9% | -22.4% | +39.3% | +21.8% |
| 6M | +53.8% | -20.2% | +74.0% | +57.6% |
| YTD | +28.1% | +9.0% | +19.1% | +22.1% |
| 1Y | +15.0% | +27.4% | -12.3% | +6.3% |
| 3Y | +63.1% | +424.2% | -361.1% | +11.7% |
| 5Y | +11.5% | +196.1% | -184.7% | -19.3% |
| 10Y | +303.2% | +285.4% | +17.8% | +132.8% |
| All | +1,385.0% | +462.4% | +922.6% | +507.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling