+527.4%
HBM vs ES
+33.1%
+494.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.1% | +5.6% |
| 7D | +7.4% | +1.4% | +6.0% | +7.0% |
| 30D | +5.1% | -1.2% | +6.2% | +5.3% |
| 3M | +11.1% | +5.0% | +6.1% | +9.0% |
| 6M | +30.2% | -2.8% | +33.0% | +30.6% |
| YTD | +46.2% | +8.6% | +37.6% | +42.2% |
| 1Y | +120.0% | +18.9% | +101.1% | +105.4% |
| 3Y | +527.4% | +32.1% | +495.3% | +459.8% |
| All | +527.4% | +33.1% | +494.3% | +459.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling