+49.8%
HBM vs CAPR
+47.4%
+2.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.3% | -4.6% | +3.5% |
| 7D | -5.8% | +43.2% | -49.0% | -6.4% |
| 30D | -18.5% | +14.7% | -33.1% | -18.7% |
| 3M | -10.3% | +113.9% | -124.2% | -11.7% |
| 6M | +2.1% | -73.4% | +75.5% | +3.1% |
| YTD | +12.0% | -69.1% | +81.1% | +12.7% |
| 1Y | +49.8% | +47.2% | +2.6% | +43.4% |
| All | +49.8% | +47.4% | +2.3% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling