+27.0%
COMP vs HBM
-9.1%
+36.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -7.4% | -0.8% | -6.3% |
| 7D | -1.8% | -11.9% | +10.1% | +1.4% |
| 30D | -0.8% | -23.6% | +22.9% | +5.7% |
| 3M | -28.1% | -20.5% | -7.6% | -24.6% |
| 6M | +27.0% | -7.9% | +34.9% | +14.0% |
| All | +27.0% | -9.1% | +36.1% | +14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling