+0.3%
AG vs HBM
+194.0%
-193.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.7% |
| 7D | -10.0% | +2.2% | -12.2% | -11.3% |
| 30D | -10.5% | -11.8% | +1.3% | -3.0% |
| 3M | -27.3% | -19.2% | -8.0% | -16.6% |
| 6M | -43.0% | -22.9% | -20.1% | -32.8% |
| YTD | -17.9% | +7.8% | -25.7% | -19.8% |
| 1Y | +11.9% | +34.9% | -23.0% | -3.8% |
| 3Y | +201.8% | +422.2% | -220.4% | +19.9% |
| All | +0.3% | +194.0% | -193.7% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling