+5.4%
B vs HBM
+25.3%
-19.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | 0.0% |
| 7D | -7.3% | +2.2% | -9.6% | -8.5% |
| 30D | -3.3% | -11.8% | +8.5% | +3.3% |
| 3M | -7.8% | -19.2% | +11.4% | +3.0% |
| 6M | -15.5% | -22.9% | +7.3% | -4.8% |
| YTD | -12.3% | +7.8% | -20.1% | -20.3% |
| 1Y | +5.4% | +34.9% | -29.5% | -16.7% |
| All | +5.4% | +25.3% | -19.9% | -16.7% |
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