+158.8%
BP vs HBM
+613.3%
-454.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | +3.9% | -6.4% | +10.3% | +5.3% |
| 30D | +7.6% | +5.9% | +1.7% | +6.0% |
| 3M | +0.7% | -8.9% | +9.6% | +1.2% |
| 6M | +15.5% | +10.7% | +4.8% | +9.2% |
| YTD | +30.8% | +38.3% | -7.4% | +16.9% |
| 1Y | +34.3% | +121.3% | -87.0% | +6.9% |
| 3Y | +35.1% | +450.6% | -415.5% | -16.3% |
| 5Y | +126.8% | +338.0% | -211.2% | +40.5% |
| 10Y | +123.4% | +578.6% | -455.2% | +5.8% |
| All | +158.8% | +613.3% | -454.5% | +4.2% |
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