+15.2%
D vs HBM
+205.9%
-190.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | +3.0% | -3.6% | +6.6% | +3.1% |
| 30D | +11.5% | -19.2% | +30.7% | +12.5% |
| 3M | +3.7% | -20.5% | +24.2% | +4.7% |
| 6M | +13.5% | -12.8% | +26.4% | +13.5% |
| YTD | +20.7% | +5.4% | +15.3% | +18.6% |
| 1Y | +18.2% | +33.0% | -14.7% | +14.2% |
| 3Y | +73.3% | +357.3% | -284.0% | +48.4% |
| All | +15.2% | +205.9% | -190.7% | +2.2% |
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 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