+29.5%
BROS vs HBM
+438.5%
-409.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -20.4% | -1.3% | -19.2% | -19.9% |
| 30D | -6.1% | -14.8% | +8.7% | -2.5% |
| 3M | -29.4% | -20.7% | -8.7% | -25.8% |
| 6M | -31.5% | -13.9% | -17.6% | -31.0% |
| YTD | -42.8% | +10.6% | -53.4% | -47.3% |
| 1Y | -37.5% | +32.4% | -69.9% | -45.5% |
| All | +29.5% | +438.5% | -409.0% | -38.8% |
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 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