+33.0%
BLK vs HBM
+327.6%
-294.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -3.3% | -3.3% | 0.0% | -2.8% |
| 30D | -6.5% | -4.8% | -1.7% | -5.9% |
| 3M | +6.7% | -0.4% | +7.2% | +5.9% |
| 6M | +14.7% | +17.9% | -3.1% | +8.6% |
| YTD | +2.5% | +33.7% | -31.2% | -6.7% |
| 1Y | -2.8% | +95.6% | -98.4% | -19.0% |
| 3Y | +65.9% | +458.1% | -392.3% | +2.7% |
| All | +33.0% | +327.6% | -294.6% | -17.3% |
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