+80.1%
ECL vs HBM
+424.7%
-344.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.0% | -7.0% | +1.5% |
| 7D | -0.5% | +5.0% | -5.6% | -0.8% |
| 30D | +8.8% | -12.7% | +21.6% | +9.5% |
| 3M | +7.8% | -17.4% | +25.3% | +8.7% |
| 6M | +21.3% | -8.9% | +30.2% | +21.1% |
| YTD | +17.8% | +14.9% | +2.9% | +15.5% |
| 1Y | +21.1% | +41.4% | -20.3% | +17.5% |
| 3Y | +80.1% | +462.1% | -382.0% | +61.0% |
| All | +80.1% | +424.7% | -344.7% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling