-9.3%
ALB vs HBM
+424.7%
-434.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.0% | -9.1% | -4.2% |
| 7D | +9.5% | +5.0% | +4.4% | +6.5% |
| 30D | -2.1% | -12.7% | +10.6% | +3.3% |
| 3M | -24.1% | -17.4% | -6.7% | -18.6% |
| 6M | -51.0% | -8.9% | -42.1% | -51.2% |
| YTD | -29.3% | +14.9% | -44.2% | -39.1% |
| 1Y | +3.2% | +41.4% | -38.2% | -20.8% |
| 3Y | -9.3% | +462.1% | -471.4% | -78.1% |
| All | -9.3% | +424.7% | -434.1% | -78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling