+1,740.8%
ALL vs HBM
+613.3%
+1,127.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | 0.0% | -6.4% | +6.4% | +0.7% |
| 30D | -1.5% | +5.9% | -7.4% | -2.3% |
| 3M | +23.6% | -8.9% | +32.5% | +23.7% |
| 6M | +22.3% | +10.7% | +11.7% | +18.9% |
| YTD | +26.5% | +38.3% | -11.7% | +19.2% |
| 1Y | +27.0% | +121.3% | -94.3% | +12.6% |
| 3Y | +149.6% | +450.6% | -301.0% | +91.9% |
| 5Y | +118.1% | +338.0% | -219.9% | +66.0% |
| 10Y | +369.0% | +578.6% | -209.6% | +192.8% |
| All | +1,740.8% | +613.3% | +1,127.5% | +660.7% |
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