+208.1%
C vs HBM
+348.5%
-140.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -2.4% | -3.6% | +1.2% | -1.8% |
| 30D | -6.0% | -19.2% | +13.2% | -2.7% |
| 3M | -10.5% | -20.5% | +10.0% | -7.6% |
| 6M | -5.7% | -12.8% | +7.1% | -5.2% |
| YTD | +4.1% | +5.4% | -1.3% | -0.9% |
| 1Y | +20.5% | +33.0% | -12.5% | +9.2% |
| 3Y | +208.1% | +357.3% | -149.2% | +96.2% |
| All | +208.1% | +348.5% | -140.4% | +96.2% |
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