-9.0%
AUR vs HBM
+47.3%
-56.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.1% | -6.0% |
| 7D | -19.8% | -5.8% | -14.0% | -17.8% |
| 30D | -29.0% | -18.5% | -10.6% | -22.6% |
| 3M | -43.6% | -10.3% | -33.3% | -41.4% |
| 6M | -36.6% | +2.1% | -38.8% | -37.5% |
| YTD | +6.3% | +12.0% | -5.8% | -2.7% |
| 1Y | -9.0% | +49.8% | -58.8% | -31.2% |
| All | -9.0% | +47.3% | -56.3% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling