-68.4%
EL vs HBM
+392.2%
-460.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -2.4% | +5.5% | -7.9% | -3.8% |
| 30D | +13.7% | +3.3% | +10.4% | +12.5% |
| 3M | +14.5% | +12.7% | +1.8% | +9.7% |
| 6M | +7.4% | +28.2% | -20.8% | -2.8% |
| YTD | -4.7% | +45.3% | -50.0% | -17.4% |
| 1Y | +12.9% | +121.7% | -108.8% | -14.1% |
| 3Y | -32.2% | +523.5% | -555.8% | -63.4% |
| 5Y | -68.4% | +393.9% | -462.3% | -82.0% |
| All | -68.4% | +392.2% | -460.6% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling