+218.6%
AA vs HBM
+613.3%
-394.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -0.7% | -6.4% | +5.7% | +2.1% |
| 30D | +5.0% | +5.9% | -0.9% | +2.1% |
| 3M | -35.8% | -8.9% | -26.9% | -34.0% |
| 6M | -18.4% | +10.7% | -29.1% | -24.4% |
| YTD | -5.5% | +38.3% | -43.7% | -21.6% |
| 1Y | +61.0% | +121.3% | -60.4% | +7.7% |
| 3Y | +66.2% | +450.6% | -384.4% | -27.8% |
| 5Y | +11.4% | +338.0% | -326.6% | -47.5% |
| 10Y | +116.9% | +578.6% | -461.7% | -27.5% |
| All | +218.6% | +613.3% | -394.7% | -38.6% |
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