+460.9%
HBM vs BAH
-28.1%
+489.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +4.8% | -12.3% | -7.6% |
| 7D | -3.7% | +2.4% | -6.2% | -3.7% |
| 30D | -3.7% | -2.9% | -0.7% | -3.6% |
| 3M | +8.0% | -1.3% | +9.4% | +8.4% |
| 6M | +15.8% | -0.9% | +16.7% | +15.9% |
| YTD | +34.4% | -8.2% | +42.6% | +34.2% |
| 1Y | +98.2% | -24.0% | +122.1% | +101.2% |
| All | +460.9% | -28.1% | +489.0% | +488.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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