+1,917.7%
EW vs HBM
+470.7%
+1,446.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +6.5% | -1.3% | +7.7% | +6.5% |
| 30D | +22.5% | -14.8% | +37.3% | +24.3% |
| 3M | +13.0% | -20.7% | +33.7% | +15.2% |
| 6M | +37.1% | -13.9% | +51.0% | +37.6% |
| YTD | +24.1% | +10.6% | +13.5% | +20.4% |
| 1Y | +24.2% | +32.4% | -8.1% | +18.1% |
| 3Y | +64.8% | +432.0% | -367.2% | +31.2% |
| 5Y | -7.4% | +205.5% | -212.9% | -23.9% |
| 10Y | +248.8% | +291.1% | -42.3% | +151.5% |
| All | +1,917.7% | +470.7% | +1,446.9% | +1,195.0% |
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