+273.1%
HBM vs ALLE
+260.9%
+12.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.6% |
| 7D | -6.4% | -0.2% | -6.1% | -6.2% |
| 30D | +5.9% | -6.8% | +12.7% | +10.9% |
| 3M | -8.9% | +21.0% | -29.9% | -21.1% |
| 6M | +10.7% | +1.1% | +9.6% | +8.8% |
| YTD | +38.3% | -0.5% | +38.8% | +36.2% |
| 1Y | +121.3% | -7.3% | +128.6% | +127.7% |
| 3Y | +450.6% | +42.3% | +408.3% | +310.8% |
| 5Y | +338.0% | +13.5% | +324.5% | +276.6% |
| 10Y | +578.6% | +144.0% | +434.6% | +225.0% |
| All | +273.1% | +260.9% | +12.2% | +53.2% |
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