+227.2%
EQT vs HBM
+593.2%
-366.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.5% | +8.1% | +2.3% |
| 7D | -1.2% | -3.7% | +2.6% | -0.5% |
| 30D | +1.1% | -3.7% | +4.7% | +1.5% |
| 3M | +4.8% | +8.0% | -3.2% | +1.5% |
| 6M | -10.6% | +15.8% | -26.4% | -16.4% |
| YTD | +3.4% | +34.4% | -30.9% | -7.8% |
| 1Y | +8.7% | +98.2% | -89.5% | -12.3% |
| 3Y | +35.0% | +476.6% | -441.6% | -19.4% |
| 5Y | +204.2% | +331.1% | -126.9% | +85.5% |
| 10Y | +52.5% | +591.6% | -539.1% | -30.2% |
| All | +227.2% | +593.2% | -366.0% | +9.8% |
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