+393.9%
HBM vs ES
-4.5%
+398.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.1% |
| 7D | +5.5% | 0.0% | +5.5% | +5.5% |
| 30D | +3.3% | -1.0% | +4.3% | +3.5% |
| 3M | +12.7% | +1.5% | +11.2% | +11.3% |
| 6M | +28.2% | -3.5% | +31.7% | +28.9% |
| YTD | +45.3% | +7.0% | +38.3% | +40.6% |
| 1Y | +121.7% | +15.3% | +106.4% | +105.6% |
| 3Y | +523.5% | +30.2% | +493.3% | +427.9% |
| 5Y | +393.9% | -4.3% | +398.2% | +375.2% |
| All | +393.9% | -4.5% | +398.5% | +375.2% |
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