+1,126.6%
DD vs HBM
+613.3%
+513.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -3.5% | -6.4% | +2.8% | -2.0% |
| 30D | -10.3% | +5.9% | -16.2% | -11.9% |
| 3M | -7.5% | -8.9% | +1.4% | -6.7% |
| 6M | -8.0% | +10.7% | -18.7% | -12.3% |
| YTD | +10.5% | +38.3% | -27.8% | -1.2% |
| 1Y | +38.3% | +121.3% | -83.1% | +8.9% |
| 3Y | +42.5% | +450.6% | -408.1% | -14.3% |
| 5Y | +60.2% | +338.0% | -277.8% | -3.9% |
| 10Y | +68.9% | +578.6% | -509.7% | -26.9% |
| All | +1,126.6% | +613.3% | +513.2% | +295.4% |
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