+224.6%
ESI vs HBM
+240.0%
-15.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.9% | +3.2% |
| 7D | +3.3% | -6.4% | +9.7% | +5.2% |
| 30D | -5.9% | +5.9% | -11.8% | -7.7% |
| 3M | -14.1% | -8.9% | -5.2% | -12.6% |
| 6M | +6.6% | +10.7% | -4.1% | +1.8% |
| YTD | +45.0% | +38.3% | +6.8% | +28.7% |
| 1Y | +41.5% | +121.3% | -79.9% | +9.0% |
| 3Y | +78.8% | +450.6% | -371.8% | +1.1% |
| 5Y | +70.9% | +338.0% | -267.1% | -3.8% |
| 10Y | +317.1% | +578.6% | -261.5% | +56.8% |
| All | +224.6% | +240.0% | -15.3% | +19.5% |
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