+552.3%
AGI vs HBM
+649.7%
-97.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +2.2% | +5.5% | -3.3% | +0.5% |
| 30D | +11.3% | +3.3% | +8.0% | +10.2% |
| 3M | +5.6% | +12.7% | -7.0% | +1.7% |
| 6M | -27.7% | +28.2% | -55.9% | -33.0% |
| YTD | -4.1% | +45.3% | -49.4% | -13.9% |
| 1Y | +13.8% | +121.7% | -107.9% | -9.0% |
| 3Y | +217.0% | +523.5% | -306.5% | +83.6% |
| 5Y | +404.3% | +393.9% | +10.4% | +193.8% |
| 10Y | +400.5% | +647.9% | -247.4% | +104.9% |
| All | +552.3% | +649.7% | -97.4% | +188.0% |
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