+1,303.6%
F vs HBM
+471.0%
+832.6%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.1% |
| 7D | -0.2% | +2.4% | -2.6% | -0.9% |
| 30D | +0.9% | -16.0% | +16.9% | +4.4% |
| 3M | -11.3% | -21.3% | +10.0% | -7.4% |
| 6M | +2.0% | -12.2% | +14.2% | +2.7% |
| YTD | -3.2% | +10.7% | -13.8% | -8.8% |
| 1Y | -3.5% | +30.3% | -33.8% | -12.6% |
| 3Y | +48.1% | +432.2% | -384.1% | -7.6% |
| 5Y | -13.5% | +218.8% | -232.3% | -42.5% |
| 10Y | +72.2% | +281.4% | -209.2% | -8.6% |
| All | +1,303.6% | +471.0% | +832.6% | +348.9% |
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