+362.7%
AU vs HBM
+649.7%
-287.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.8% |
| 7D | +0.6% | +5.5% | -4.9% | -1.0% |
| 30D | +12.3% | +3.3% | +9.0% | +11.4% |
| 3M | +29.4% | +12.7% | +16.7% | +24.9% |
| 6M | +3.2% | +28.2% | -25.0% | -3.8% |
| YTD | +31.8% | +45.3% | -13.5% | +19.5% |
| 1Y | +83.4% | +121.7% | -38.3% | +49.0% |
| 3Y | +623.1% | +523.5% | +99.6% | +336.5% |
| 5Y | +700.5% | +393.9% | +306.6% | +388.7% |
| 10Y | +717.6% | +647.9% | +69.7% | +258.7% |
| All | +362.7% | +649.7% | -287.0% | +141.8% |
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