+36.4%
BP vs HBM
+522.1%
-485.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.3% | +1.8% |
| 7D | +0.9% | +7.4% | -6.4% | +0.1% |
| 30D | +9.1% | +5.1% | +4.1% | +8.4% |
| 3M | +3.9% | +11.1% | -7.2% | +2.1% |
| 6M | +13.6% | +30.2% | -16.6% | +8.0% |
| YTD | +34.0% | +46.2% | -12.2% | +23.7% |
| 1Y | +39.2% | +120.0% | -80.9% | +17.8% |
| 3Y | +36.4% | +527.4% | -491.0% | -10.0% |
| All | +36.4% | +522.1% | -485.6% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling