+8.6%
AR vs HBM
+31.3%
-22.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +2.1% | -1.3% | +3.3% | +2.0% |
| 30D | +4.5% | -14.8% | +19.3% | +3.4% |
| 3M | +1.0% | -20.7% | +21.7% | -0.4% |
| 6M | +4.4% | -13.9% | +18.3% | +4.7% |
| YTD | +10.9% | +10.6% | +0.3% | +4.2% |
| 1Y | +8.6% | +32.4% | -23.8% | -6.8% |
| All | +8.6% | +31.3% | -22.7% | -6.8% |
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 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