+157.5%
B vs HBM
+344.3%
-186.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -1.6% | -6.4% | +4.8% | +0.7% |
| 30D | +9.4% | +5.9% | +3.5% | +7.3% |
| 3M | +5.0% | -8.9% | +13.9% | +7.6% |
| 6M | -3.5% | +10.7% | -14.2% | -7.7% |
| YTD | +4.5% | +38.3% | -33.8% | -6.1% |
| 1Y | +67.8% | +121.3% | -53.6% | +32.2% |
| 3Y | +196.7% | +450.6% | -253.9% | +77.3% |
| All | +157.5% | +344.3% | -186.8% | +54.1% |
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