+456.2%
HBM vs EXR
+4,180.2%
-3,724.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +2.2% | -0.4% | +2.7% | +2.4% |
| 30D | -11.8% | +18.2% | -30.0% | -17.5% |
| 3M | -19.2% | +7.3% | -26.5% | -21.6% |
| 6M | -22.9% | +13.8% | -36.7% | -27.3% |
| YTD | +7.8% | +25.9% | -18.1% | -2.2% |
| 1Y | +34.9% | +25.8% | +9.1% | +22.4% |
| 3Y | +422.2% | +53.7% | +368.5% | +330.5% |
| 5Y | +192.8% | -1.8% | +194.6% | +181.1% |
| 10Y | +281.1% | +214.5% | +66.6% | +114.0% |
| All | +456.2% | +4,180.2% | -3,724.0% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling