+40.5%
ALL vs HBM
+47.3%
-6.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +3.3% |
| 7D | +7.5% | -5.8% | +13.4% | +6.8% |
| 30D | +19.7% | -18.5% | +38.2% | +17.1% |
| 3M | +2.9% | -10.3% | +13.2% | +2.0% |
| 6M | +23.5% | +2.1% | +21.4% | +23.7% |
| YTD | +31.1% | +12.0% | +19.1% | +30.1% |
| 1Y | +40.5% | +49.8% | -9.3% | +39.4% |
| All | +40.5% | +47.3% | -6.8% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling