+613.3%
HBM vs ES
+445.7%
+167.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.7% |
| 7D | -6.4% | +0.3% | -6.6% | -6.5% |
| 30D | +5.9% | -2.0% | +7.9% | +6.5% |
| 3M | -8.9% | +1.7% | -10.6% | -10.2% |
| 6M | +10.7% | -3.5% | +14.2% | +11.4% |
| YTD | +38.3% | +7.9% | +30.4% | +33.2% |
| 1Y | +121.3% | +17.2% | +104.2% | +104.5% |
| 3Y | +450.6% | +29.3% | +421.3% | +377.7% |
| 5Y | +338.0% | -5.7% | +343.7% | +329.0% |
| 10Y | +578.6% | +85.2% | +493.4% | +349.0% |
| All | +613.3% | +445.7% | +167.7% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling