+589.9%
HBM vs BG
+265.3%
+324.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | +0.5% |
| 7D | -3.3% | +3.1% | -6.4% | -5.0% |
| 30D | -4.8% | +10.2% | -15.0% | -10.5% |
| 3M | -0.4% | -1.7% | +1.2% | -0.9% |
| 6M | +17.9% | +1.0% | +16.9% | +14.6% |
| YTD | +33.7% | +39.9% | -6.2% | +7.8% |
| 1Y | +95.6% | +53.2% | +42.4% | +47.4% |
| 3Y | +458.1% | +16.3% | +441.9% | +378.6% |
| 5Y | +329.0% | +83.9% | +245.1% | +173.6% |
| 10Y | +588.2% | +165.1% | +423.1% | +209.4% |
| All | +589.9% | +265.3% | +324.5% | +156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling