+98.1%
AR vs HBM
+215.2%
-117.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.0% | -0.7% | +3.2% |
| 7D | -5.8% | +2.4% | -8.1% | -6.3% |
| 30D | +4.8% | -16.0% | +20.8% | +8.4% |
| 3M | +1.5% | -21.3% | +22.8% | +5.8% |
| 6M | +4.7% | -12.2% | +16.9% | +4.2% |
| YTD | +9.2% | +10.7% | -1.5% | -1.7% |
| 1Y | +11.2% | +30.3% | -19.1% | -5.1% |
| 3Y | +46.2% | +432.2% | -386.0% | -26.0% |
| 5Y | +98.1% | +218.8% | -120.7% | +8.4% |
| All | +98.1% | +215.2% | -117.1% | +8.4% |
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