+271.1%
HBM vs ALM
+7,705.7%
-7,434.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | -6.4% | -2.6% | -3.7% | -6.3% |
| 30D | +5.9% | +32.0% | -26.1% | +5.8% |
| 3M | -8.9% | -15.0% | +6.1% | -8.9% |
| 6M | +10.7% | -10.1% | +20.8% | +10.7% |
| YTD | +38.3% | +99.4% | -61.2% | +38.1% |
| 1Y | +121.3% | +316.4% | -195.0% | +120.9% |
| 3Y | +450.6% | +2,022.0% | -1,571.4% | +450.1% |
| 5Y | +338.0% | +941.2% | -603.2% | +337.3% |
| 10Y | +578.6% | +2,950.3% | -2,371.7% | +583.9% |
| All | +271.1% | +7,705.7% | -7,434.7% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling