+95.6%
HBM vs ACM
-48.8%
+144.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -3.3% | -4.6% | +1.3% | -2.7% |
| 30D | -4.8% | +4.1% | -8.9% | -5.5% |
| 3M | -0.4% | -8.3% | +7.9% | +0.7% |
| 6M | +17.9% | -30.1% | +47.9% | +25.4% |
| YTD | +33.7% | -32.6% | +66.3% | +43.0% |
| 1Y | +95.6% | -49.6% | +145.2% | +125.7% |
| All | +95.6% | -48.8% | +144.4% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling