-44.8%
COMP vs HBM
+299.4%
-344.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.8% |
| 7D | +1.4% | -6.4% | +7.7% | +3.6% |
| 30D | -13.3% | +5.9% | -19.2% | -15.4% |
| 3M | +41.1% | -8.9% | +50.0% | +42.7% |
| 6M | +17.2% | +10.7% | +6.5% | +10.2% |
| YTD | +5.2% | +38.3% | -33.1% | -9.8% |
| 1Y | +18.9% | +121.3% | -102.4% | -15.3% |
| 3Y | +215.9% | +450.6% | -234.7% | +42.7% |
| 5Y | -31.2% | +338.0% | -369.2% | -67.0% |
| All | -44.8% | +299.4% | -344.2% | -73.2% |
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 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