+207.0%
ESI vs HBM
+172.0%
+35.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +1.8% | -1.3% | +3.1% | +2.2% |
| 30D | -6.6% | -14.8% | +8.2% | -2.1% |
| 3M | -9.4% | -20.7% | +11.3% | -3.4% |
| 6M | -24.1% | -13.9% | -10.2% | -21.8% |
| YTD | +37.1% | +10.6% | +26.5% | +29.8% |
| 1Y | +24.5% | +32.4% | -7.8% | +11.9% |
| 3Y | +83.2% | +432.0% | -348.8% | +5.1% |
| 5Y | +44.0% | +205.5% | -161.5% | -9.5% |
| 10Y | +332.8% | +291.1% | +41.7% | +95.5% |
| All | +207.0% | +172.0% | +35.0% | +20.4% |
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