-34.5%
ADSK vs HBM
+97.2%
-131.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.3% |
| 7D | -2.5% | -3.3% | +0.8% | -2.7% |
| 30D | -14.9% | -4.8% | -10.1% | -15.0% |
| 3M | +3.3% | -0.4% | +3.7% | +4.5% |
| 6M | -15.7% | +17.9% | -33.5% | -13.6% |
| YTD | -28.2% | +33.7% | -62.0% | -26.8% |
| 1Y | -34.5% | +95.6% | -130.1% | -33.6% |
| All | -34.5% | +97.2% | -131.7% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling