+10,987.7%
FIX vs HBM
+443.9%
+10,543.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +5.1% |
| 7D | -17.5% | -3.6% | -13.8% | -16.8% |
| 30D | -41.6% | -19.2% | -22.4% | -38.6% |
| 3M | -40.6% | -20.5% | -20.1% | -37.6% |
| 6M | -49.4% | -12.8% | -36.5% | -48.2% |
| YTD | +9.2% | +5.4% | +3.8% | +6.6% |
| 1Y | +6.5% | +33.0% | -26.5% | -1.0% |
| 3Y | +448.7% | +357.3% | +91.4% | +286.2% |
| 5Y | +948.7% | +210.4% | +738.3% | +655.9% |
| 10Y | +3,659.7% | +387.1% | +3,272.6% | +2,004.0% |
| All | +10,987.7% | +443.9% | +10,543.8% | +6,361.9% |
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