+198.5%
HBM vs ALLE
+340.4%
-142.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.6% |
| 7D | -1.3% | -0.8% | -0.4% | -0.5% |
| 30D | -14.8% | +27.4% | -42.2% | -28.2% |
| 3M | -20.7% | +13.8% | -34.5% | -28.0% |
| 6M | -13.9% | +45.5% | -59.4% | -34.7% |
| YTD | +10.6% | +21.4% | -10.8% | -5.6% |
| 1Y | +32.4% | +15.4% | +17.0% | +17.0% |
| 3Y | +432.0% | +91.7% | +340.3% | +220.8% |
| 5Y | +205.5% | +54.5% | +150.9% | +110.9% |
| 10Y | +291.1% | +210.5% | +80.6% | +57.6% |
| All | +198.5% | +340.4% | -142.0% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling