+2.2%
ECL vs HBM
+120.5%
-118.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | -2.7% | +5.5% | -8.3% | -3.0% |
| 30D | -4.3% | +3.3% | -7.6% | -4.5% |
| 3M | +3.2% | +12.7% | -9.4% | +2.5% |
| 6M | -2.9% | +28.2% | -31.1% | -5.9% |
| YTD | +4.3% | +45.3% | -41.1% | +1.3% |
| All | +2.2% | +120.5% | -118.3% | -3.2% |
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 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