+459.2%
ALB vs HBM
+492.8%
-33.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.0% | -9.1% | -2.8% |
| 7D | +9.5% | +5.0% | +4.4% | +7.5% |
| 30D | -2.1% | -12.7% | +10.6% | +1.5% |
| 3M | -24.1% | -17.4% | -6.7% | -20.4% |
| 6M | -51.0% | -8.9% | -42.1% | -50.8% |
| YTD | -29.3% | +14.9% | -44.2% | -34.5% |
| 1Y | +3.2% | +41.4% | -38.2% | -10.3% |
| 3Y | -9.3% | +462.1% | -471.4% | -48.0% |
| 5Y | -61.6% | +224.0% | -285.6% | -75.5% |
| 10Y | +40.8% | +320.9% | -280.1% | -29.8% |
| All | +459.2% | +492.8% | -33.7% | +122.4% |
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