+230.7%
GM vs HBM
+82.0%
+148.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -2.2% |
| 7D | -1.1% | +5.5% | -6.6% | -2.3% |
| 30D | -4.6% | +3.3% | -7.9% | -5.5% |
| 3M | +0.2% | +12.7% | -12.4% | -3.3% |
| 6M | +12.6% | +28.2% | -15.6% | +4.5% |
| YTD | +3.7% | +45.3% | -41.6% | -7.3% |
| 1Y | +45.6% | +121.7% | -76.1% | +17.3% |
| 3Y | +162.0% | +523.5% | -361.6% | +60.6% |
| 5Y | +80.5% | +393.9% | -313.4% | +11.0% |
| 10Y | +231.3% | +647.9% | -416.6% | +59.4% |
| All | +230.7% | +82.0% | +148.7% | +91.9% |
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