+127.4%
EXC vs HBM
+613.3%
-485.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -1.0% |
| 7D | +0.3% | -6.4% | +6.6% | +0.8% |
| 30D | -3.7% | +5.9% | -9.6% | -4.2% |
| 3M | -1.3% | -8.9% | +7.6% | -1.1% |
| 6M | -9.7% | +10.7% | -20.4% | -11.4% |
| YTD | +2.9% | +38.3% | -35.4% | -1.2% |
| 1Y | +4.4% | +121.3% | -116.9% | -3.9% |
| 3Y | +22.2% | +450.6% | -428.4% | +1.6% |
| 5Y | +46.7% | +338.0% | -291.3% | +21.1% |
| 10Y | +155.3% | +578.6% | -423.3% | +82.4% |
| All | +127.4% | +613.3% | -485.9% | +45.5% |
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