+1,707.1%
ALL vs HBM
+443.9%
+1,263.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -4.6% |
| 7D | -1.9% | -3.6% | +1.7% | -1.6% |
| 30D | +13.8% | -19.2% | +33.0% | +16.0% |
| 3M | -7.0% | -20.5% | +13.5% | -5.3% |
| 6M | +18.0% | -12.8% | +30.9% | +17.7% |
| YTD | +24.2% | +5.4% | +18.8% | +19.8% |
| 1Y | +31.2% | +33.0% | -1.8% | +23.0% |
| 3Y | +107.5% | +357.3% | -249.8% | +61.9% |
| 5Y | +144.8% | +210.4% | -65.6% | +93.2% |
| 10Y | +375.8% | +387.1% | -11.4% | +207.6% |
| All | +1,707.1% | +443.9% | +1,263.1% | +664.8% |
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 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