+21.6%
AR vs HBM
+117.5%
-96.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -1.2% | +5.5% | -6.7% | -0.9% |
| 30D | +5.5% | +3.3% | +2.2% | +5.8% |
| 3M | +12.9% | +12.7% | +0.2% | +13.8% |
| 6M | +0.1% | +28.2% | -28.1% | +2.6% |
| YTD | +13.5% | +45.3% | -31.8% | +11.9% |
| 1Y | +21.6% | +121.7% | -100.1% | +18.1% |
| All | +21.6% | +117.5% | -96.0% | +18.1% |
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