+796.0%
AG vs HBM
+654.4%
+141.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.8% | -3.8% |
| 7D | +4.5% | +7.4% | -2.9% | +0.9% |
| 30D | +12.9% | +5.1% | +7.8% | +10.1% |
| 3M | +20.9% | +11.1% | +9.8% | +15.0% |
| 6M | -19.5% | +30.2% | -49.7% | -28.4% |
| YTD | +24.8% | +46.2% | -21.4% | +6.8% |
| 1Y | +120.2% | +120.0% | +0.2% | +57.7% |
| 3Y | +279.0% | +527.4% | -248.4% | +66.7% |
| 5Y | +67.9% | +400.4% | -332.5% | -23.5% |
| 10Y | +57.5% | +621.5% | -564.0% | -55.7% |
| All | +796.0% | +654.4% | +141.7% | +170.5% |
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