+27.0%
BROS vs HBM
+344.3%
-317.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.0% |
| 7D | -6.7% | -6.4% | -0.3% | -5.2% |
| 30D | -29.1% | +5.9% | -35.0% | -30.3% |
| 3M | -16.7% | -8.9% | -7.8% | -16.1% |
| 6M | -11.6% | +10.7% | -22.3% | -16.4% |
| YTD | -23.9% | +38.3% | -62.2% | -32.7% |
| 1Y | -34.8% | +121.3% | -156.1% | -49.8% |
| 3Y | +62.1% | +450.6% | -388.5% | -7.1% |
| All | +27.0% | +344.3% | -317.3% | -11.6% |
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