+18.4%
BROS vs HBM
+331.8%
-313.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.5% | +4.1% | -1.6% |
| 7D | -6.1% | -3.7% | -2.3% | -5.3% |
| 30D | -12.4% | -3.7% | -8.7% | -11.8% |
| 3M | -27.9% | +8.0% | -35.9% | -30.3% |
| 6M | -16.8% | +15.8% | -32.6% | -22.2% |
| YTD | -29.0% | +34.4% | -63.4% | -36.9% |
| 1Y | -33.2% | +98.2% | -131.4% | -47.0% |
| 3Y | +56.8% | +476.6% | -419.8% | -11.3% |
| All | +18.4% | +331.8% | -313.4% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling