-15.8%
F vs HBM
+205.9%
-221.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | +1.6% | -3.6% | +5.2% | +2.3% |
| 30D | +2.6% | -19.2% | +21.8% | +7.2% |
| 3M | -8.8% | -20.5% | +11.7% | -5.0% |
| 6M | +4.6% | -12.8% | +17.5% | +5.4% |
| YTD | -1.9% | +5.4% | -7.3% | -6.8% |
| 1Y | -0.8% | +33.0% | -33.7% | -10.9% |
| 3Y | +43.5% | +357.3% | -313.8% | -12.0% |
| All | -15.8% | +205.9% | -221.7% | -44.5% |
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 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