-32.0%
BAX vs HBM
+521.9%
-553.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.7% | -9.5% | -4.4% |
| 7D | -2.4% | +7.3% | -9.8% | -3.2% |
| 30D | -9.7% | +5.0% | -14.8% | -10.4% |
| 3M | +29.3% | +11.1% | +18.2% | +26.9% |
| 6M | +40.7% | +30.2% | +10.5% | +33.7% |
| YTD | +30.3% | +46.2% | -15.9% | +21.0% |
| 1Y | +3.4% | +120.0% | -116.6% | -9.6% |
| 3Y | -32.0% | +527.3% | -559.3% | -51.6% |
| All | -32.0% | +521.9% | -553.9% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling