+15.8%
BAX vs HBM
+492.8%
-477.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.0% | -6.6% | +1.6% |
| 7D | +9.0% | +5.0% | +4.0% | +8.5% |
| 30D | +8.5% | -12.7% | +21.2% | +9.6% |
| 3M | -4.1% | -17.4% | +13.3% | -2.8% |
| 6M | +46.9% | -8.9% | +55.8% | +46.5% |
| YTD | +38.4% | +14.9% | +23.5% | +34.4% |
| 1Y | +47.0% | +41.4% | +5.6% | +40.0% |
| 3Y | -14.9% | +462.1% | -477.1% | -29.6% |
| 5Y | -62.5% | +224.0% | -286.5% | -68.3% |
| 10Y | -33.9% | +320.9% | -354.8% | -50.1% |
| All | +15.8% | +492.8% | -477.0% | -17.0% |
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