+397.0%
HBM vs FIVE
+39.4%
+357.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.0% | +5.5% |
| 7D | +7.4% | +3.7% | +3.7% | +6.1% |
| 30D | +5.1% | +4.0% | +1.1% | +3.5% |
| 3M | +11.1% | +36.2% | -25.1% | +0.1% |
| 6M | +30.2% | +18.0% | +12.2% | +21.8% |
| YTD | +46.2% | +34.9% | +11.3% | +30.6% |
| 1Y | +120.0% | +67.9% | +52.1% | +82.6% |
| 3Y | +527.4% | +57.3% | +470.1% | +392.4% |
| All | +397.0% | +39.4% | +357.5% | +294.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling