+40.9%
BP vs HBM
+117.5%
-76.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +4.0% | +5.5% | -1.5% | +4.0% |
| 30D | +7.8% | +3.3% | +4.6% | +7.9% |
| 3M | +8.4% | +12.7% | -4.3% | +8.7% |
| 6M | +15.1% | +28.2% | -13.1% | +16.3% |
| YTD | +36.4% | +45.3% | -8.9% | +37.1% |
| 1Y | +40.9% | +121.7% | -80.8% | +44.9% |
| All | +40.9% | +117.5% | -76.6% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling