-41.5%
ACHR vs HBM
+319.8%
-361.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.6% | 0.0% |
| 7D | +4.9% | +7.4% | -2.5% | +2.1% |
| 30D | +4.3% | +5.1% | -0.8% | +1.8% |
| 3M | +1.7% | +11.1% | -9.4% | -3.2% |
| 6M | -6.9% | +30.2% | -37.1% | -16.8% |
| YTD | -22.5% | +46.2% | -68.7% | -34.1% |
| 1Y | -31.5% | +120.0% | -151.5% | -49.8% |
| 3Y | -14.4% | +527.4% | -541.8% | -56.8% |
| 5Y | -41.6% | +400.4% | -442.0% | -69.7% |
| All | -41.5% | +319.8% | -361.3% | -70.3% |
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