+196.2%
HBM vs AMBA
+837.3%
-641.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.7% |
| 7D | -6.4% | -11.0% | +4.6% | -2.9% |
| 30D | +5.9% | -23.2% | +29.1% | +15.0% |
| 3M | -8.9% | -12.7% | +3.8% | -7.2% |
| 6M | +10.7% | +11.2% | -0.5% | +2.6% |
| YTD | +38.3% | -11.2% | +49.5% | +35.9% |
| 1Y | +121.3% | -22.5% | +143.9% | +123.5% |
| 3Y | +450.6% | -1.3% | +451.9% | +381.7% |
| 5Y | +338.0% | -54.2% | +392.2% | +332.0% |
| 10Y | +578.6% | -6.1% | +584.7% | +380.2% |
| All | +196.2% | +837.3% | -641.0% | +46.4% |
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