+60.1%
B vs HBM
+613.3%
-553.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -1.6% | -6.4% | +4.8% | 0.0% |
| 30D | +9.4% | +5.9% | +3.5% | +7.9% |
| 3M | +5.0% | -8.9% | +13.9% | +7.1% |
| 6M | -3.5% | +10.7% | -14.2% | -6.3% |
| YTD | +4.5% | +38.3% | -33.8% | -3.5% |
| 1Y | +67.8% | +121.3% | -53.6% | +39.0% |
| 3Y | +196.7% | +450.6% | -253.9% | +94.3% |
| 5Y | +151.9% | +338.0% | -186.1% | +64.1% |
| 10Y | +202.2% | +578.6% | -376.4% | +43.5% |
| All | +60.1% | +613.3% | -553.2% | -17.6% |
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