+78.1%
ENB vs HBM
+510.3%
-432.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | +0.5% |
| 7D | -0.5% | +7.4% | -7.8% | -0.8% |
| 30D | -0.2% | +5.1% | -5.3% | -0.5% |
| 3M | -7.5% | +11.1% | -18.6% | -8.3% |
| 6M | -4.1% | +30.2% | -34.3% | -6.5% |
| YTD | +9.8% | +46.2% | -36.4% | +5.5% |
| 1Y | +8.7% | +120.0% | -111.4% | -0.1% |
| All | +78.1% | +510.3% | -432.2% | +36.3% |
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