+527.4%
HBM vs ALLE
+49.7%
+477.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.4% | +6.1% |
| 7D | +7.4% | +2.8% | +4.6% | +5.8% |
| 30D | +5.1% | -7.6% | +12.7% | +9.4% |
| 3M | +11.1% | +22.8% | -11.6% | -1.8% |
| 6M | +30.2% | +4.6% | +25.6% | +26.6% |
| YTD | +46.2% | -1.2% | +47.4% | +45.4% |
| 1Y | +120.0% | -9.1% | +129.2% | +128.9% |
| 3Y | +527.4% | +50.0% | +477.4% | +326.0% |
| All | +527.4% | +49.7% | +477.7% | +326.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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