-17.2%
F vs HBM
+194.0%
-211.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -3.1% | +2.2% | -5.3% | -3.7% |
| 30D | 0.0% | -11.8% | +11.8% | +2.4% |
| 3M | -13.2% | -19.2% | +6.0% | -9.9% |
| 6M | -10.2% | -22.9% | +12.7% | -7.0% |
| YTD | -4.9% | +7.8% | -12.7% | -10.2% |
| 1Y | -6.1% | +34.9% | -41.0% | -15.9% |
| 3Y | +46.0% | +422.2% | -376.2% | -13.4% |
| All | -17.2% | +194.0% | -211.3% | -45.3% |
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