+506.5%
HBM vs ACM
-22.3%
+528.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | +0.6% |
| 7D | +5.5% | -3.7% | +9.2% | +7.0% |
| 30D | +3.3% | -12.7% | +15.9% | +8.6% |
| 3M | +12.7% | -9.8% | +22.4% | +16.3% |
| 6M | +28.2% | -31.4% | +59.6% | +50.8% |
| YTD | +45.3% | -32.1% | +77.4% | +69.4% |
| 1Y | +121.7% | -47.8% | +169.5% | +203.5% |
| All | +506.5% | -22.3% | +528.8% | +510.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling