+649.7%
HBM vs BB
-84.3%
+734.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | +5.5% | +1.8% | +3.7% | +5.1% |
| 30D | +3.3% | -12.2% | +15.5% | +6.3% |
| 3M | +12.7% | -12.3% | +25.0% | +15.0% |
| 6M | +28.2% | +122.7% | -94.5% | +3.7% |
| YTD | +45.3% | +104.5% | -59.2% | +19.8% |
| 1Y | +121.7% | +106.7% | +15.0% | +81.0% |
| 3Y | +523.5% | +70.0% | +453.6% | +407.7% |
| 5Y | +393.9% | -27.8% | +421.7% | +367.4% |
| 10Y | +647.9% | +2.4% | +645.5% | +406.7% |
| All | +649.7% | -84.3% | +734.0% | +545.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling