+47.8%
AR vs HBM
+478.3%
-430.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +2.5% | -6.4% | +8.8% | +3.4% |
| 30D | +14.8% | +5.9% | +8.9% | +13.6% |
| 3M | +6.2% | -8.9% | +15.1% | +7.0% |
| 6M | +4.3% | +10.7% | -6.4% | +0.3% |
| YTD | +14.4% | +38.3% | -23.9% | +1.9% |
| 1Y | +21.3% | +121.3% | -100.0% | -6.5% |
| All | +47.8% | +478.3% | -430.6% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling