+19.1%
AA vs HBM
+369.9%
-350.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.8% | -2.2% | +0.1% |
| 7D | +1.7% | +7.4% | -5.7% | -2.6% |
| 30D | +3.3% | +5.1% | -1.7% | -0.1% |
| 3M | -29.4% | +11.1% | -40.5% | -35.0% |
| 6M | -12.8% | +30.2% | -43.0% | -29.4% |
| YTD | -2.1% | +46.2% | -48.3% | -28.0% |
| 1Y | +62.8% | +120.0% | -57.3% | -8.6% |
| 3Y | +90.5% | +527.4% | -436.9% | -50.5% |
| 5Y | +19.1% | +400.4% | -381.3% | -64.4% |
| All | +19.1% | +369.9% | -350.8% | -64.4% |
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