+332.5%
HBM vs BG
+81.8%
+250.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | +0.3% |
| 7D | -3.3% | +3.1% | -6.4% | -4.6% |
| 30D | -4.8% | +10.2% | -15.0% | -9.5% |
| 3M | -0.4% | -1.7% | +1.2% | -0.6% |
| 6M | +17.9% | +1.0% | +16.9% | +15.4% |
| YTD | +33.7% | +39.9% | -6.2% | +11.5% |
| 1Y | +95.6% | +53.2% | +42.4% | +53.8% |
| 3Y | +458.1% | +16.3% | +441.9% | +399.9% |
| All | +332.5% | +81.8% | +250.7% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling