+199.0%
AMD vs HBM
+205.9%
-6.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.6% | +9.4% | +10.4% |
| 7D | -11.0% | -3.6% | -7.4% | -9.2% |
| 30D | -30.5% | -19.2% | -11.3% | -23.6% |
| 3M | -8.2% | -20.5% | +12.3% | +1.0% |
| 6M | +6.6% | -12.8% | +19.4% | +12.8% |
| YTD | +109.7% | +5.4% | +104.2% | +105.1% |
| 1Y | +88.9% | +33.0% | +56.0% | +69.9% |
| 3Y | +301.8% | +357.3% | -55.5% | +126.0% |
| All | +199.0% | +205.9% | -6.9% | +92.0% |
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