+13.3%
BAX vs HBM
+613.3%
-600.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.1% |
| 7D | -1.1% | -6.4% | +5.2% | -0.6% |
| 30D | -5.5% | +5.9% | -11.4% | -6.0% |
| 3M | +33.5% | -8.9% | +42.4% | +33.8% |
| 6M | +35.9% | +10.7% | +25.2% | +33.3% |
| YTD | +35.4% | +38.3% | -2.9% | +29.7% |
| 1Y | +9.8% | +121.3% | -111.6% | +0.5% |
| 3Y | -32.7% | +450.6% | -483.3% | -44.2% |
| 5Y | -65.6% | +338.0% | -403.5% | -71.6% |
| 10Y | -34.9% | +578.6% | -613.5% | -53.0% |
| All | +13.3% | +613.3% | -600.1% | -19.9% |
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