+57.6%
ECL vs HBM
+522.1%
-464.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -0.8% |
| 7D | -0.8% | +7.4% | -8.1% | -1.2% |
| 30D | -2.5% | +5.1% | -7.5% | -2.8% |
| 3M | +8.3% | +11.1% | -2.8% | +7.4% |
| 6M | -1.1% | +30.2% | -31.3% | -3.6% |
| YTD | +6.5% | +46.2% | -39.7% | +3.0% |
| 1Y | +2.1% | +120.0% | -118.0% | -4.0% |
| 3Y | +57.6% | +527.4% | -469.8% | +31.6% |
| All | +57.6% | +522.1% | -464.4% | +31.6% |
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