+678.6%
AU vs HBM
+327.6%
+351.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -4.3% | -3.3% | -1.0% | -3.0% |
| 30D | +7.3% | -4.8% | +12.1% | +9.8% |
| 3M | +26.3% | -0.4% | +26.7% | +25.9% |
| 6M | +1.8% | +17.9% | -16.1% | -5.9% |
| YTD | +26.8% | +33.7% | -6.9% | +12.5% |
| 1Y | +66.7% | +95.6% | -28.9% | +28.4% |
| 3Y | +579.1% | +458.1% | +120.9% | +237.8% |
| All | +678.6% | +327.6% | +351.0% | +306.2% |
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