+19.3%
ECL vs HBM
+25.3%
-5.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | +2.9% | +2.2% | +0.6% | +2.7% |
| 30D | +7.5% | -11.8% | +19.3% | +8.2% |
| 3M | +12.2% | -19.2% | +31.5% | +13.4% |
| 6M | +24.6% | -22.9% | +47.5% | +25.9% |
| YTD | +18.8% | +7.8% | +11.0% | +15.4% |
| 1Y | +19.3% | +34.9% | -15.6% | +13.4% |
| All | +19.3% | +25.3% | -5.9% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling