-24.2%
AR vs HBM
+267.3%
-291.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +2.5% | -6.4% | +8.8% | +4.2% |
| 30D | +14.8% | +5.9% | +8.9% | +12.5% |
| 3M | +6.2% | -8.9% | +15.1% | +6.7% |
| 6M | +4.3% | +10.7% | -6.4% | -3.5% |
| YTD | +14.4% | +38.3% | -23.9% | -2.5% |
| 1Y | +21.3% | +121.3% | -100.0% | -11.2% |
| 3Y | +39.8% | +450.6% | -410.8% | -26.3% |
| 5Y | +142.1% | +338.0% | -195.9% | +28.5% |
| 10Y | +52.0% | +578.6% | -526.6% | -39.4% |
| All | -24.2% | +267.3% | -291.5% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling