+458.1%
HBM vs BB
+64.9%
+393.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | -3.3% | -0.4% | -2.9% | -3.1% |
| 30D | -4.8% | -12.5% | +7.7% | -1.2% |
| 3M | -0.4% | -17.4% | +17.0% | +3.8% |
| 6M | +17.9% | +119.1% | -101.3% | -9.0% |
| YTD | +33.7% | +102.4% | -68.7% | +5.5% |
| 1Y | +95.6% | +98.2% | -2.6% | +53.6% |
| 3Y | +458.1% | +46.9% | +411.2% | +346.1% |
| All | +458.1% | +64.9% | +393.2% | +346.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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