-70.2%
AAOX vs HBM
+45.9%
-116.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -7.5% | -1.0% | +4.9% |
| 7D | +5.4% | -3.7% | +9.1% | +12.6% |
| 30D | -47.7% | -3.7% | -44.1% | -43.8% |
| 3M | -78.6% | +8.0% | -86.6% | -79.7% |
| All | -70.2% | +45.9% | -116.2% | -76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling