+15.5%
BAX vs HBM
+470.7%
-455.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.6% | -1.3% | +0.7% | -0.5% |
| 30D | +6.3% | -14.8% | +21.1% | +7.7% |
| 3M | -4.6% | -20.7% | +16.1% | -2.9% |
| 6M | +50.4% | -13.9% | +64.3% | +50.8% |
| YTD | +38.0% | +10.6% | +27.4% | +34.5% |
| 1Y | +44.6% | +32.4% | +12.2% | +38.6% |
| 3Y | -15.1% | +432.0% | -447.1% | -29.4% |
| 5Y | -63.3% | +205.5% | -268.8% | -68.8% |
| 10Y | -34.4% | +291.1% | -325.5% | -50.2% |
| All | +15.5% | +470.7% | -455.2% | -16.9% |
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