+95.6%
HBM vs ALM
+247.3%
-151.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +1.7% |
| 7D | -3.3% | -11.8% | +8.5% | +0.9% |
| 30D | -4.8% | +7.8% | -12.6% | -7.2% |
| 3M | -0.4% | -9.3% | +8.8% | +1.9% |
| 6M | +17.9% | -30.5% | +48.4% | +27.2% |
| YTD | +33.7% | +75.8% | -42.1% | +20.1% |
| 1Y | +95.6% | +241.2% | -145.6% | +81.3% |
| All | +95.6% | +247.3% | -151.7% | +81.3% |
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