+332.5%
HBM vs EXEL
+180.6%
+151.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | -3.3% | -4.9% | +1.6% | -2.5% |
| 30D | -4.8% | +11.4% | -16.2% | -6.5% |
| 3M | -0.4% | +4.9% | -5.3% | -1.5% |
| 6M | +17.9% | +34.4% | -16.5% | +11.9% |
| YTD | +33.7% | +28.0% | +5.7% | +27.7% |
| 1Y | +95.6% | +43.6% | +52.0% | +83.5% |
| 3Y | +458.1% | +155.2% | +302.9% | +360.1% |
| All | +332.5% | +180.6% | +151.9% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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