-36.7%
AUR vs HBM
+186.6%
-223.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.5% | +4.9% | +0.6% |
| 7D | +0.2% | -3.7% | +3.9% | +1.6% |
| 30D | -8.9% | -3.7% | -5.3% | -7.7% |
| 3M | +4.6% | +8.0% | -3.4% | 0.0% |
| 6M | +44.9% | +15.8% | +29.1% | +33.4% |
| YTD | +64.8% | +34.4% | +30.5% | +40.4% |
| 1Y | +16.4% | +98.2% | -81.8% | -16.6% |
| 3Y | +85.1% | +476.6% | -391.5% | -14.3% |
| 5Y | -36.1% | +331.1% | -367.2% | -69.1% |
| All | -36.7% | +186.6% | -223.3% | -69.6% |
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