-29.4%
EW vs HBM
+369.9%
-399.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.8% | -9.3% | -4.2% |
| 7D | -4.4% | +7.4% | -11.8% | -5.2% |
| 30D | -3.3% | +5.1% | -8.4% | -4.0% |
| 3M | +1.0% | +11.1% | -10.1% | -0.8% |
| 6M | +6.2% | +30.2% | -24.0% | +1.8% |
| YTD | +1.7% | +46.2% | -44.5% | -4.3% |
| 1Y | +8.1% | +120.0% | -111.9% | -4.0% |
| 3Y | +17.1% | +527.4% | -510.3% | -13.6% |
| 5Y | -29.4% | +400.4% | -429.7% | -45.8% |
| All | -29.4% | +369.9% | -399.2% | -45.8% |
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 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