+146.2%
HBM vs AMBA
+818.6%
-672.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.3% | +3.7% | +7.3% |
| 7D | +5.0% | 0.0% | +5.1% | +5.1% |
| 30D | -12.7% | -8.6% | -4.2% | -10.1% |
| 3M | -17.4% | -29.0% | +11.5% | -8.5% |
| 6M | -8.9% | -19.2% | +10.3% | -6.5% |
| YTD | +14.9% | -13.0% | +27.9% | +13.2% |
| 1Y | +41.4% | -31.3% | +72.7% | +48.6% |
| 3Y | +462.1% | +28.1% | +434.0% | +350.6% |
| 5Y | +224.0% | -69.4% | +293.5% | +265.6% |
| 10Y | +320.9% | +7.6% | +313.3% | +188.3% |
| All | +146.2% | +818.6% | -672.4% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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