-54.2%
COMP vs HBM
+199.7%
-254.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -7.4% | -0.8% | -5.8% |
| 7D | -1.8% | -11.9% | +10.1% | +2.4% |
| 30D | -0.8% | -23.6% | +22.9% | +7.9% |
| 3M | -28.1% | -20.5% | -7.6% | -23.5% |
| 6M | +27.0% | -7.9% | +34.9% | +26.2% |
| YTD | -12.8% | +3.8% | -16.5% | -18.5% |
| 1Y | +4.9% | +31.7% | -26.8% | -10.2% |
| 3Y | +321.0% | +342.4% | -21.4% | +102.4% |
| 5Y | -25.6% | +205.5% | -231.1% | -60.7% |
| All | -54.2% | +199.7% | -254.0% | -75.8% |
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 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