-17.8%
AA vs HBM
+210.3%
-228.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.7% | -0.7% | -2.2% |
| 7D | +1.2% | +2.4% | -1.1% | -0.2% |
| 30D | -5.0% | -16.0% | +10.9% | +4.8% |
| 3M | -22.2% | -21.3% | -0.9% | -11.6% |
| 6M | -36.3% | -12.2% | -24.1% | -33.8% |
| YTD | -24.2% | +10.7% | -34.9% | -34.7% |
| 1Y | +3.9% | +30.3% | -26.4% | -19.3% |
| 3Y | +67.6% | +432.2% | -364.7% | -52.0% |
| All | -17.8% | +210.3% | -228.1% | -67.0% |
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