+75.8%
ESI vs HBM
+392.2%
-316.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +3.9% | +5.5% | -1.6% | +2.3% |
| 30D | -3.8% | +3.3% | -7.1% | -5.0% |
| 3M | -13.1% | +12.7% | -25.8% | -16.7% |
| 6M | +11.3% | +28.2% | -16.9% | +2.0% |
| YTD | +44.1% | +45.3% | -1.2% | +26.4% |
| 1Y | +40.3% | +121.7% | -81.4% | +9.0% |
| 3Y | +84.1% | +523.5% | -439.5% | +2.5% |
| 5Y | +75.8% | +393.9% | -318.1% | +0.1% |
| All | +75.8% | +392.2% | -316.4% | +0.1% |
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 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