+1,115.4%
ARES vs HBM
+154.3%
+961.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.9% | -3.1% |
| 7D | -0.3% | +5.1% | -5.4% | -1.2% |
| 30D | +15.3% | -15.8% | +31.1% | +18.5% |
| 3M | -5.4% | -22.4% | +17.0% | -1.7% |
| 6M | +10.0% | -20.2% | +30.3% | +12.8% |
| YTD | -14.7% | +9.0% | -23.7% | -18.6% |
| 1Y | -9.7% | +27.4% | -37.0% | -16.4% |
| 3Y | +35.8% | +424.2% | -388.4% | -5.7% |
| 5Y | +80.9% | +196.1% | -115.2% | +33.6% |
| 10Y | +1,089.9% | +285.4% | +804.5% | +621.3% |
| All | +1,115.4% | +154.3% | +961.1% | +626.4% |
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 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