+295.2%
HBM vs ALC
+21.6%
+273.6%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.0% | +7.7% | +7.0% |
| 7D | +7.4% | -3.7% | +11.0% | +9.7% |
| 30D | +5.1% | -3.7% | +8.8% | +7.2% |
| 3M | +11.1% | +4.6% | +6.6% | +6.4% |
| 6M | +30.2% | -14.6% | +44.8% | +40.9% |
| YTD | +46.2% | -11.9% | +58.1% | +54.5% |
| 1Y | +120.0% | -13.1% | +133.2% | +133.6% |
| 3Y | +527.4% | -15.0% | +542.4% | +558.6% |
| 5Y | +400.4% | -16.2% | +416.6% | +420.1% |
| All | +295.2% | +21.6% | +273.6% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ALC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling