+4.4%
EL vs HBM
+438.5%
-434.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +0.3% | -1.3% | +1.5% | +0.5% |
| 30D | +12.3% | -14.8% | +27.1% | +16.3% |
| 3M | +28.4% | -20.7% | +49.1% | +35.0% |
| 6M | +36.7% | -13.9% | +50.6% | +37.7% |
| YTD | +8.4% | +10.6% | -2.2% | -0.1% |
| 1Y | +25.4% | +32.4% | -6.9% | +9.1% |
| All | +4.4% | +438.5% | -434.1% | -42.7% |
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 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