+189.3%
HBM vs ALM
+3,551.9%
-3,362.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.8% | -1.1% |
| 7D | +2.2% | +1.2% | +1.0% | +2.2% |
| 30D | -11.8% | -19.3% | +7.5% | -11.7% |
| 3M | -19.2% | -40.6% | +21.4% | -19.0% |
| 6M | -22.9% | -57.9% | +35.0% | -22.6% |
| YTD | +7.8% | -6.7% | +14.5% | +8.0% |
| 1Y | +34.9% | +20.2% | +14.7% | +35.2% |
| 3Y | +422.2% | +879.4% | -457.2% | +423.4% |
| 5Y | +192.8% | +415.3% | -222.5% | +193.3% |
| 10Y | +281.1% | +2,100.8% | -1,819.7% | +286.0% |
| All | +189.3% | +3,551.9% | -3,362.5% | +204.1% |
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 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