+439.9%
C vs HBM
+613.3%
-173.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +3.6% | -6.4% | +10.0% | +5.4% |
| 30D | +0.1% | +5.9% | -5.8% | -1.8% |
| 3M | +2.4% | -8.9% | +11.3% | +3.3% |
| 6M | +24.9% | +10.7% | +14.3% | +18.1% |
| YTD | +19.8% | +38.3% | -18.5% | +5.2% |
| 1Y | +44.9% | +121.3% | -76.5% | +10.7% |
| 3Y | +263.0% | +450.6% | -187.6% | +104.1% |
| 5Y | +129.5% | +338.0% | -208.5% | +27.1% |
| 10Y | +291.6% | +578.6% | -287.0% | +48.4% |
| All | +439.9% | +613.3% | -173.5% | -41.3% |
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