+163.4%
BP vs HBM
+492.8%
-329.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.0% | -8.9% | -1.7% |
| 7D | -6.9% | +5.0% | -11.9% | -8.0% |
| 30D | -3.6% | -12.7% | +9.2% | -1.3% |
| 3M | +8.4% | -17.4% | +25.9% | +11.6% |
| 6M | +5.3% | -8.9% | +14.2% | +4.3% |
| YTD | +33.2% | +14.9% | +18.3% | +22.6% |
| 1Y | +28.2% | +41.4% | -13.2% | +12.4% |
| 3Y | +49.2% | +462.1% | -412.9% | -8.7% |
| 5Y | +102.9% | +224.0% | -121.1% | +33.3% |
| 10Y | +127.7% | +320.9% | -193.2% | +18.4% |
| All | +163.4% | +492.8% | -329.4% | +9.3% |
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 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