+654.4%
HBM vs EXEL
+937.2%
-282.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.3% | +8.0% | +6.2% |
| 7D | +7.4% | +1.4% | +6.0% | +7.0% |
| 30D | +5.1% | +6.7% | -1.6% | +3.6% |
| 3M | +11.1% | +11.5% | -0.3% | +8.3% |
| 6M | +30.2% | +38.8% | -8.6% | +21.1% |
| YTD | +46.2% | +31.6% | +14.6% | +37.4% |
| 1Y | +120.0% | +53.0% | +67.0% | +99.6% |
| 3Y | +527.4% | +160.8% | +366.6% | +395.0% |
| 5Y | +400.4% | +190.1% | +210.3% | +279.6% |
| 10Y | +621.5% | +367.0% | +254.5% | +372.4% |
| All | +654.4% | +937.2% | -282.9% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling