+527.4%
HBM vs FIVE
+59.0%
+468.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.0% | +5.5% |
| 7D | +7.4% | +3.7% | +3.7% | +6.2% |
| 30D | +5.1% | +4.0% | +1.1% | +3.7% |
| 3M | +11.1% | +36.2% | -25.1% | +1.4% |
| 6M | +30.2% | +18.0% | +12.2% | +23.0% |
| YTD | +46.2% | +34.9% | +11.3% | +32.6% |
| 1Y | +120.0% | +67.9% | +52.1% | +86.8% |
| 3Y | +527.4% | +57.3% | +470.1% | +363.2% |
| All | +527.4% | +59.0% | +468.4% | +363.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling