+46.2%
EXC vs HBM
+369.9%
-323.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.0% | +0.5% |
| 7D | +1.2% | +7.4% | -6.1% | +1.0% |
| 30D | -2.7% | +5.1% | -7.8% | -2.9% |
| 3M | -1.0% | +11.1% | -12.1% | -1.5% |
| 6M | -9.3% | +30.2% | -39.5% | -10.8% |
| YTD | +3.6% | +46.2% | -42.6% | +0.8% |
| 1Y | +5.9% | +120.0% | -114.1% | +0.3% |
| 3Y | +21.3% | +527.4% | -506.1% | +3.2% |
| 5Y | +46.2% | +400.4% | -354.2% | +23.6% |
| All | +46.2% | +369.9% | -323.7% | +23.6% |
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