-0.1%
BAX vs HBM
+117.5%
-117.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -5.1% | +5.5% | -10.6% | -5.5% |
| 30D | -12.2% | +3.3% | -15.5% | -12.5% |
| 3M | +21.8% | +12.7% | +9.2% | +20.2% |
| 6M | +36.3% | +28.2% | +8.1% | +29.4% |
| YTD | +27.8% | +45.3% | -17.5% | +18.9% |
| 1Y | -0.1% | +121.7% | -121.8% | -11.1% |
| All | -0.1% | +117.5% | -117.6% | -11.1% |
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 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