+68.5%
HBM vs BAH
+886.2%
-817.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.5% |
| 7D | -6.4% | -3.2% | -3.1% | -5.4% |
| 30D | +5.9% | +2.0% | +3.9% | +5.1% |
| 3M | -8.9% | -7.6% | -1.3% | -7.4% |
| 6M | +10.7% | -5.7% | +16.3% | +10.5% |
| YTD | +38.3% | -11.7% | +50.0% | +39.0% |
| 1Y | +121.3% | -27.4% | +148.7% | +136.6% |
| 3Y | +450.6% | -32.5% | +483.1% | +469.8% |
| 5Y | +338.0% | -3.3% | +341.3% | +281.1% |
| 10Y | +578.6% | +186.0% | +392.6% | +262.1% |
| All | +68.5% | +886.2% | -817.7% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling