+332.5%
HBM vs EXR
-10.8%
+343.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -3.3% | -1.2% | -2.1% | -2.9% |
| 30D | -4.8% | -6.2% | +1.4% | -2.4% |
| 3M | -0.4% | -7.4% | +7.0% | +2.2% |
| 6M | +17.9% | -0.5% | +18.4% | +17.4% |
| YTD | +33.7% | +8.1% | +25.6% | +28.4% |
| 1Y | +95.6% | -2.9% | +98.5% | +95.8% |
| 3Y | +458.1% | +22.9% | +435.2% | +393.2% |
| All | +332.5% | -10.8% | +343.3% | +325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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