+1,321.9%
F vs HBM
+443.9%
+877.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.9% |
| 6M | +4.6% | -12.8% | +17.5% | +5.6% |
| YTD | -1.9% | +5.4% | -7.3% | -6.5% |
| 1Y | -0.8% | +33.0% | -33.7% | -10.5% |
| 3Y | +43.5% | +357.3% | -313.8% | -7.2% |
| 5Y | -12.1% | +210.4% | -222.5% | -41.1% |
| 10Y | +83.6% | +387.1% | -303.5% | -7.7% |
| All | +1,321.9% | +443.9% | +877.9% | +360.1% |
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