+1,227.8%
BE vs HBM
+392.2%
+835.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.5% |
| 7D | +23.9% | +5.5% | +18.4% | +20.5% |
| 30D | +27.8% | +3.3% | +24.6% | +25.2% |
| 3M | +3.7% | +12.7% | -8.9% | -2.9% |
| 6M | +78.0% | +28.2% | +49.8% | +52.3% |
| YTD | +209.9% | +45.3% | +164.6% | +147.7% |
| 1Y | +389.6% | +121.7% | +267.9% | +218.2% |
| 3Y | +1,730.6% | +523.5% | +1,207.1% | +552.6% |
| 5Y | +1,227.8% | +393.9% | +833.9% | +433.4% |
| All | +1,227.8% | +392.2% | +835.6% | +433.4% |
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