+167.4%
BP vs HBM
+470.7%
-303.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | -0.8% | -1.3% | +0.5% | -0.7% |
| 30D | -3.1% | -14.8% | +11.7% | -0.4% |
| 3M | +6.2% | -20.7% | +26.8% | +10.1% |
| 6M | +4.8% | -13.9% | +18.7% | +5.0% |
| YTD | +35.2% | +10.6% | +24.5% | +25.4% |
| 1Y | +27.4% | +32.4% | -4.9% | +13.3% |
| 3Y | +49.8% | +432.0% | -382.2% | -7.3% |
| 5Y | +109.4% | +205.5% | -96.1% | +39.4% |
| 10Y | +135.7% | +291.1% | -155.4% | +24.5% |
| All | +167.4% | +470.7% | -303.3% | +11.8% |
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