+154.1%
AA vs HBM
+456.2%
-302.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.3% |
| 7D | +0.5% | +2.2% | -1.7% | -0.5% |
| 30D | -0.6% | -11.8% | +11.2% | +5.0% |
| 3M | -19.7% | -19.2% | -0.4% | -12.2% |
| 6M | -41.6% | -22.9% | -18.7% | -35.7% |
| YTD | -24.6% | +7.8% | -32.4% | -30.4% |
| 1Y | +4.9% | +34.9% | -30.0% | -12.5% |
| 3Y | +66.8% | +422.2% | -355.4% | -25.9% |
| 5Y | -19.4% | +192.8% | -212.2% | -55.1% |
| 10Y | +43.1% | +281.1% | -238.0% | -39.8% |
| All | +154.1% | +456.2% | -302.1% | -45.5% |
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