+121.3%
HBM vs CAPR
+48.7%
+72.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -6.4% | -2.0% | -4.4% | -6.3% |
| 30D | +5.9% | +139.2% | -133.3% | +4.2% |
| 3M | -8.9% | -66.4% | +57.5% | -8.3% |
| 6M | +10.7% | -63.1% | +73.8% | +11.2% |
| YTD | +38.3% | -67.4% | +105.7% | +39.1% |
| 1Y | +121.3% | +58.2% | +63.1% | +113.0% |
| All | +121.3% | +48.7% | +72.6% | +113.0% |
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