+589.9%
HBM vs BR
+1,367.6%
-777.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -3.3% | -3.0% | -0.3% | -1.6% |
| 30D | -4.8% | -0.3% | -4.5% | -4.9% |
| 3M | -0.4% | +17.3% | -17.7% | -11.6% |
| 6M | +17.9% | -6.7% | +24.6% | +19.9% |
| YTD | +33.7% | -23.4% | +57.2% | +51.8% |
| 1Y | +95.6% | -32.7% | +128.3% | +141.6% |
| 3Y | +458.1% | -5.9% | +464.0% | +435.5% |
| 5Y | +329.0% | +8.4% | +320.6% | +264.8% |
| 10Y | +588.2% | +189.2% | +399.0% | +180.4% |
| All | +589.9% | +1,367.6% | -777.8% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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