-66.9%
BAX vs HBM
+369.9%
-436.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.8% | -9.5% | -4.3% |
| 7D | -2.4% | +7.4% | -9.8% | -3.1% |
| 30D | -9.7% | +5.1% | -14.8% | -10.3% |
| 3M | +29.3% | +11.1% | +18.1% | +27.3% |
| 6M | +40.7% | +30.2% | +10.4% | +35.4% |
| YTD | +30.3% | +46.2% | -15.9% | +23.4% |
| 1Y | +3.4% | +120.0% | -116.7% | -6.1% |
| 3Y | -32.0% | +527.4% | -559.4% | -44.7% |
| 5Y | -66.9% | +400.4% | -467.3% | -72.6% |
| All | -66.9% | +369.9% | -436.7% | -72.6% |
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 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