-42.5%
ALB vs HBM
+369.9%
-412.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.8% | -3.1% | +0.2% |
| 7D | -4.4% | +7.4% | -11.8% | -7.3% |
| 30D | -1.2% | +5.1% | -6.2% | -3.8% |
| 3M | -13.3% | +11.1% | -24.4% | -18.6% |
| 6M | -19.8% | +30.2% | -50.0% | -31.6% |
| YTD | -7.9% | +46.2% | -54.1% | -25.8% |
| 1Y | +60.2% | +120.0% | -59.9% | +7.3% |
| 3Y | -26.4% | +527.4% | -553.9% | -70.0% |
| 5Y | -42.5% | +400.4% | -442.9% | -74.8% |
| All | -42.5% | +369.9% | -412.4% | -74.8% |
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