+238.8%
EQX vs HBM
+488.2%
-249.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -3.2% | -3.3% | +0.1% | -2.0% |
| 30D | +7.8% | -4.8% | +12.6% | +9.9% |
| 3M | +21.3% | -0.4% | +21.8% | +21.3% |
| 6M | -22.4% | +17.9% | -40.3% | -27.4% |
| YTD | -11.3% | +33.7% | -45.0% | -20.1% |
| 1Y | +13.5% | +95.6% | -82.1% | -10.3% |
| 3Y | +162.1% | +458.1% | -296.0% | +40.7% |
| 5Y | +84.2% | +329.0% | -244.8% | +2.8% |
| All | +238.8% | +488.2% | -249.4% | +92.1% |
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