+260.5%
HBM vs FIVE
+868.1%
-607.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -2.7% |
| 7D | -6.4% | +4.3% | -10.6% | -7.7% |
| 30D | +5.9% | +12.5% | -6.6% | +1.5% |
| 3M | -8.9% | +31.2% | -40.1% | -17.4% |
| 6M | +10.7% | +14.4% | -3.7% | +4.1% |
| YTD | +38.3% | +33.9% | +4.4% | +23.0% |
| 1Y | +121.3% | +65.1% | +56.3% | +82.9% |
| 3Y | +450.6% | +49.0% | +401.6% | +334.8% |
| 5Y | +338.0% | +30.3% | +307.7% | +248.1% |
| 10Y | +578.6% | +481.1% | +97.5% | +223.4% |
| All | +260.5% | +868.1% | -607.7% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling