+1,164.6%
ARES vs HBM
+222.5%
+942.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.8% |
| 7D | -1.7% | -6.4% | +4.7% | -0.5% |
| 30D | +0.3% | +5.9% | -5.6% | -1.0% |
| 3M | +8.5% | -8.9% | +17.4% | +9.3% |
| 6M | +23.5% | +10.7% | +12.8% | +19.1% |
| YTD | -11.2% | +38.3% | -49.5% | -18.4% |
| 1Y | -19.3% | +121.3% | -140.6% | -32.5% |
| 3Y | +48.7% | +450.6% | -401.9% | +2.4% |
| 5Y | +106.5% | +338.0% | -231.5% | +43.0% |
| 10Y | +1,055.3% | +578.6% | +476.7% | +555.3% |
| All | +1,164.6% | +222.5% | +942.1% | +627.9% |
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