-17.0%
COMP vs HBM
+215.2%
-232.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.7% | -3.7% | -6.1% |
| 7D | +7.2% | +2.4% | +4.8% | +6.6% |
| 30D | +6.4% | -16.0% | +22.4% | +12.8% |
| 3M | -19.4% | -21.3% | +1.9% | -13.4% |
| 6M | +14.6% | -12.2% | +26.8% | +15.5% |
| YTD | -5.5% | +10.7% | -16.2% | -14.4% |
| 1Y | +13.7% | +30.3% | -16.6% | -3.9% |
| 3Y | +409.7% | +432.2% | -22.5% | +100.2% |
| 5Y | -17.0% | +218.8% | -235.8% | -58.8% |
| All | -17.0% | +215.2% | -232.2% | -58.8% |
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 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