+1,350.5%
DD vs HBM
+470.7%
+879.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.2% | -1.3% | +4.5% | +3.5% |
| 30D | +20.3% | -14.8% | +35.1% | +24.6% |
| 3M | +8.2% | -20.7% | +28.9% | +13.5% |
| 6M | +3.4% | -13.9% | +17.3% | +4.7% |
| YTD | +30.6% | +10.6% | +20.0% | +22.6% |
| 1Y | +30.6% | +32.4% | -1.7% | +17.0% |
| 3Y | +91.1% | +432.0% | -340.9% | +15.5% |
| 5Y | +68.6% | +205.5% | -136.9% | +10.3% |
| 10Y | +99.9% | +291.1% | -191.2% | -0.3% |
| All | +1,350.5% | +470.7% | +879.8% | +390.7% |
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