+1,042.9%
ECL vs HBM
+471.0%
+571.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.2% |
| 7D | +0.4% | +2.4% | -1.9% | +0.1% |
| 30D | +8.6% | -16.0% | +24.6% | +10.8% |
| 3M | +7.9% | -21.3% | +29.2% | +10.7% |
| 6M | +21.0% | -12.2% | +33.3% | +21.2% |
| YTD | +17.5% | +10.7% | +6.8% | +13.1% |
| 1Y | +19.7% | +30.3% | -10.6% | +12.5% |
| 3Y | +77.4% | +432.2% | -354.8% | +32.7% |
| 5Y | +38.7% | +218.8% | -180.1% | +7.4% |
| 10Y | +193.5% | +281.4% | -87.8% | +93.1% |
| All | +1,042.9% | +471.0% | +571.9% | +572.0% |
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 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