+393.9%
HBM vs CAPR
+76.3%
+317.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.5% |
| 7D | +5.5% | -12.6% | +18.2% | +5.8% |
| 30D | +3.3% | +124.4% | -121.1% | +0.8% |
| 3M | +12.7% | -66.8% | +79.4% | +13.8% |
| 6M | +28.2% | -71.8% | +100.0% | +29.9% |
| YTD | +45.3% | -70.1% | +115.4% | +46.9% |
| 1Y | +121.7% | +33.3% | +88.4% | +104.0% |
| 3Y | +523.5% | +36.7% | +486.8% | +409.9% |
| 5Y | +393.9% | +72.5% | +321.5% | +264.0% |
| All | +393.9% | +76.3% | +317.6% | +264.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling