-35.1%
AUR vs HBM
+327.6%
-362.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +1.4% | -3.3% | +4.7% | +2.8% |
| 30D | -6.4% | -4.8% | -1.6% | -4.5% |
| 3M | +7.7% | -0.4% | +8.1% | +6.6% |
| 6M | +44.5% | +17.9% | +26.6% | +31.0% |
| YTD | +67.4% | +33.7% | +33.7% | +40.7% |
| 1Y | +15.4% | +95.6% | -80.2% | -19.4% |
| 3Y | +94.8% | +458.1% | -363.3% | -16.6% |
| All | -35.1% | +327.6% | -362.7% | -69.9% |
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 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