+69.4%
ENB vs HBM
+392.2%
-322.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -0.3% | +5.5% | -5.8% | -0.9% |
| 30D | -1.1% | +3.3% | -4.4% | -1.6% |
| 3M | -8.5% | +12.7% | -21.1% | -10.3% |
| 6M | -4.5% | +28.2% | -32.7% | -9.0% |
| YTD | +9.1% | +45.3% | -36.2% | +1.4% |
| 1Y | +8.0% | +121.7% | -113.7% | -6.4% |
| 3Y | +77.8% | +523.5% | -445.7% | +23.5% |
| 5Y | +69.4% | +393.9% | -324.5% | +17.7% |
| All | +69.4% | +392.2% | -322.9% | +17.7% |
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 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