+2,105.4%
FIX vs HBM
+349.4%
+1,756.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +6.0% | -6.4% | +12.4% | +7.9% |
| 30D | -7.2% | +5.9% | -13.2% | -9.1% |
| 3M | -15.9% | -8.9% | -6.9% | -14.6% |
| 6M | +12.7% | +10.7% | +2.1% | +7.6% |
| YTD | +72.8% | +38.3% | +34.5% | +54.7% |
| 1Y | +122.9% | +121.3% | +1.6% | +76.9% |
| 3Y | +774.3% | +450.6% | +323.7% | +445.0% |
| All | +2,105.4% | +349.4% | +1,756.1% | +1,282.6% |
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