+65.6%
BROS vs HBM
+522.1%
-456.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.8% | -7.3% | -2.8% |
| 7D | -0.9% | +7.4% | -8.3% | -2.6% |
| 30D | -13.5% | +5.1% | -18.5% | -14.6% |
| 3M | -18.4% | +11.1% | -29.6% | -21.5% |
| 6M | -10.6% | +30.2% | -40.8% | -18.9% |
| YTD | -25.1% | +46.2% | -71.3% | -34.9% |
| 1Y | -28.6% | +120.0% | -148.7% | -45.7% |
| 3Y | +65.6% | +527.4% | -461.8% | -17.8% |
| All | +65.6% | +522.1% | -456.5% | -17.8% |
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