+460.9%
HBM vs ALM
+1,934.4%
-1,473.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.6% | +2.1% | -5.6% |
| 7D | -3.7% | -7.1% | +3.4% | -2.2% |
| 30D | -3.7% | +24.7% | -28.3% | -7.8% |
| 3M | +8.0% | +8.3% | -0.3% | +5.9% |
| 6M | +15.8% | -22.2% | +37.9% | +19.3% |
| YTD | +34.4% | +88.1% | -53.7% | +22.7% |
| 1Y | +98.2% | +272.4% | -174.2% | +65.0% |
| All | +460.9% | +1,934.4% | -1,473.5% | +266.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling