+42.0%
B vs HBM
+471.0%
-429.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.7% | -2.4% | -5.2% |
| 7D | +7.1% | +2.4% | +4.7% | +6.5% |
| 30D | -3.3% | -16.0% | +12.6% | +0.9% |
| 3M | -2.5% | -21.3% | +18.8% | +3.3% |
| 6M | -7.2% | -12.2% | +5.0% | -4.7% |
| YTD | -7.4% | +10.7% | -18.0% | -9.8% |
| 1Y | +16.4% | +30.3% | -13.9% | +9.2% |
| 3Y | +178.7% | +432.2% | -253.5% | +85.4% |
| 5Y | +121.7% | +218.8% | -97.1% | +56.3% |
| 10Y | +208.6% | +281.4% | -72.7% | +71.8% |
| All | +42.0% | +471.0% | -429.0% | -22.9% |
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 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