+1,076.7%
ADSK vs HBM
+649.7%
+427.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -14.5% | +5.5% | -20.0% | -15.5% |
| 30D | -19.3% | +3.3% | -22.6% | -20.1% |
| 3M | -7.8% | +12.7% | -20.4% | -11.4% |
| 6M | -20.8% | +28.2% | -49.0% | -27.2% |
| YTD | -30.2% | +45.3% | -75.5% | -38.4% |
| 1Y | -36.5% | +121.7% | -158.2% | -49.4% |
| 3Y | -5.7% | +523.5% | -529.3% | -43.3% |
| 5Y | -28.2% | +393.9% | -422.1% | -57.0% |
| 10Y | +209.1% | +647.9% | -438.8% | +38.7% |
| All | +1,076.7% | +649.7% | +427.0% | +255.5% |
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