+940.2%
ECL vs HBM
+613.3%
+326.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.2% |
| 7D | -2.6% | -6.4% | +3.7% | -1.8% |
| 30D | -2.2% | +5.9% | -8.1% | -3.0% |
| 3M | +10.1% | -8.9% | +19.0% | +10.5% |
| 6M | -5.7% | +10.7% | -16.4% | -8.4% |
| YTD | +7.0% | +38.3% | -31.3% | +0.4% |
| 1Y | +2.7% | +121.3% | -118.7% | -10.0% |
| 3Y | +57.7% | +450.6% | -392.9% | +17.9% |
| 5Y | +31.1% | +338.0% | -306.9% | -2.6% |
| 10Y | +150.9% | +578.6% | -427.7% | +53.6% |
| All | +940.2% | +613.3% | +326.9% | +496.7% |
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