-49.3%
COMP vs HBM
+204.5%
-253.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +10.2% |
| 7D | +13.4% | -3.6% | +17.1% | +15.0% |
| 30D | +11.1% | -19.2% | +30.3% | +18.7% |
| 3M | -18.8% | -20.5% | +1.7% | -13.6% |
| 6M | +10.5% | -12.8% | +23.3% | +11.5% |
| YTD | -3.4% | +5.4% | -8.8% | -10.2% |
| 1Y | +19.7% | +33.0% | -13.3% | +2.2% |
| 3Y | +381.6% | +357.3% | +24.3% | +128.8% |
| 5Y | -17.6% | +210.4% | -228.0% | -56.6% |
| All | -49.3% | +204.5% | -253.9% | -73.3% |
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