+649.7%
HBM vs BBWI
+534.8%
+114.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +1.4% |
| 7D | +5.5% | -4.4% | +9.9% | +6.9% |
| 30D | +3.3% | -7.4% | +10.7% | +4.8% |
| 3M | +12.7% | -2.2% | +14.9% | +11.3% |
| 6M | +28.2% | -16.3% | +44.5% | +31.4% |
| YTD | +45.3% | -9.1% | +54.4% | +42.8% |
| 1Y | +121.7% | -34.5% | +156.2% | +138.5% |
| 3Y | +523.5% | -47.0% | +570.5% | +581.5% |
| 5Y | +393.9% | -68.8% | +462.8% | +507.5% |
| 10Y | +647.9% | -57.4% | +705.2% | +573.0% |
| All | +649.7% | +534.8% | +114.9% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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