+114.8%
ALL vs HBM
+369.9%
-255.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.8% | -8.1% | -2.5% |
| 7D | -1.7% | +7.4% | -9.1% | -2.0% |
| 30D | -4.7% | +5.1% | -9.7% | -4.9% |
| 3M | +18.4% | +11.1% | +7.2% | +17.7% |
| 6M | +20.5% | +30.2% | -9.7% | +18.1% |
| YTD | +23.5% | +46.2% | -22.7% | +19.5% |
| 1Y | +29.0% | +120.0% | -91.1% | +20.5% |
| 3Y | +153.7% | +527.4% | -373.7% | +109.1% |
| 5Y | +114.8% | +400.4% | -285.6% | +75.0% |
| All | +114.8% | +369.9% | -255.1% | +75.0% |
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 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