+649.7%
HBM vs BIIB
+299.9%
+349.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +5.5% | -5.4% | +10.9% | +6.9% |
| 30D | +3.3% | +1.7% | +1.5% | +2.7% |
| 3M | +12.7% | +5.8% | +6.8% | +10.2% |
| 6M | +28.2% | +11.9% | +16.2% | +23.1% |
| YTD | +45.3% | +19.7% | +25.6% | +36.5% |
| 1Y | +121.7% | +46.7% | +75.0% | +96.7% |
| 3Y | +523.5% | -18.6% | +542.2% | +536.7% |
| 5Y | +393.9% | -29.8% | +423.7% | +412.2% |
| 10Y | +647.9% | -28.8% | +676.7% | +574.9% |
| All | +649.7% | +299.9% | +349.7% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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