+43.4%
EQX vs HBM
+123.0%
-79.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -1.7% |
| 7D | -1.4% | -6.4% | +5.0% | +3.5% |
| 30D | +24.4% | +5.9% | +18.5% | +19.5% |
| 3M | +11.6% | -8.9% | +20.5% | +17.9% |
| 6M | -25.0% | +10.7% | -35.7% | -33.6% |
| YTD | -8.4% | +38.3% | -46.6% | -30.4% |
| 1Y | +43.4% | +121.3% | -77.9% | -18.8% |
| All | +43.4% | +123.0% | -79.6% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling