+190.9%
HBM vs ES
+6.6%
+184.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | +2.2% | +2.7% | -0.5% | +1.3% |
| 30D | -11.8% | +7.6% | -19.4% | -14.3% |
| 3M | -19.2% | +0.5% | -19.7% | -19.6% |
| 6M | -22.9% | +7.6% | -30.5% | -25.9% |
| YTD | +7.8% | +10.2% | -2.4% | +2.8% |
| 1Y | +34.9% | +1.8% | +33.1% | +31.8% |
| 3Y | +422.2% | +55.4% | +366.8% | +294.4% |
| All | +190.9% | +6.6% | +184.3% | +164.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling