+49.8%
HBM vs ALM
+44.8%
+4.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.5% | +3.2% |
| 7D | -5.8% | -6.4% | +0.5% | -3.3% |
| 30D | -18.5% | -35.0% | +16.5% | -4.3% |
| 3M | -10.3% | -33.8% | +23.5% | +3.9% |
| 6M | +2.1% | -55.0% | +57.1% | +34.2% |
| YTD | +12.0% | -0.2% | +12.3% | +20.6% |
| 1Y | +49.8% | +41.8% | +8.0% | +50.7% |
| All | +49.8% | +44.8% | +4.9% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling