+1,045.5%
ECL vs HBM
+492.8%
+552.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.0% | -7.0% | +0.9% |
| 7D | -0.5% | +5.0% | -5.6% | -1.2% |
| 30D | +8.8% | -12.7% | +21.6% | +10.5% |
| 3M | +7.8% | -17.4% | +25.3% | +10.0% |
| 6M | +21.3% | -8.9% | +30.2% | +20.9% |
| YTD | +17.8% | +14.9% | +2.9% | +12.8% |
| 1Y | +21.1% | +41.4% | -20.3% | +12.6% |
| 3Y | +80.1% | +462.1% | -382.0% | +33.7% |
| 5Y | +40.5% | +224.0% | -183.5% | +8.5% |
| 10Y | +197.7% | +320.9% | -123.2% | +93.5% |
| All | +1,045.5% | +492.8% | +552.7% | +570.4% |
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