+144.3%
AR vs HBM
+369.7%
-225.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.6% | -2.1% |
| 7D | -1.8% | +7.3% | -9.2% | -3.5% |
| 30D | +12.6% | +5.0% | +7.6% | +10.9% |
| 3M | +10.0% | +11.1% | -1.1% | +5.7% |
| 6M | +0.6% | +30.2% | -29.5% | -9.7% |
| YTD | +13.4% | +46.2% | -32.8% | -3.8% |
| 1Y | +21.7% | +120.0% | -98.3% | -10.3% |
| 3Y | +45.8% | +527.3% | -481.4% | -29.2% |
| 5Y | +144.3% | +400.3% | -256.0% | +12.0% |
| All | +144.3% | +369.7% | -225.5% | +12.0% |
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