+1,426.8%
A vs HBM
+471.0%
+955.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.6% |
| 7D | +1.4% | +2.4% | -1.0% | +0.9% |
| 30D | +4.3% | -16.0% | +20.3% | +7.4% |
| 3M | +19.8% | -21.3% | +41.1% | +24.5% |
| 6M | +54.4% | -12.2% | +66.6% | +55.4% |
| YTD | +31.7% | +10.7% | +21.0% | +25.2% |
| 1Y | +22.4% | +30.3% | -7.9% | +12.6% |
| 3Y | +67.7% | +432.2% | -364.6% | +14.5% |
| 5Y | +15.7% | +218.8% | -203.1% | -17.3% |
| 10Y | +308.7% | +281.4% | +27.3% | +136.6% |
| All | +1,426.8% | +471.0% | +955.8% | +522.7% |
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