+155.6%
AA vs HBM
+471.0%
-315.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.7% | -0.7% | -2.7% |
| 7D | +1.2% | +2.4% | -1.1% | +0.2% |
| 30D | -5.0% | -16.0% | +10.9% | +2.5% |
| 3M | -22.2% | -21.3% | -0.9% | -14.0% |
| 6M | -36.3% | -12.2% | -24.1% | -33.9% |
| YTD | -24.2% | +10.7% | -34.9% | -30.8% |
| 1Y | +3.9% | +30.3% | -26.4% | -11.9% |
| 3Y | +67.6% | +432.2% | -364.7% | -26.2% |
| 5Y | -8.8% | +218.8% | -227.6% | -50.9% |
| 10Y | +45.0% | +281.4% | -236.4% | -39.2% |
| All | +155.6% | +471.0% | -315.4% | -45.8% |
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