+181.0%
HBM vs FIVE
+846.9%
-665.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +2.2% | +2.7% | -0.4% | +1.4% |
| 30D | -11.8% | +12.7% | -24.5% | -15.2% |
| 3M | -19.2% | +2.1% | -21.3% | -20.0% |
| 6M | -22.9% | +17.5% | -40.4% | -27.8% |
| YTD | +7.8% | +31.0% | -23.2% | -3.5% |
| 1Y | +34.9% | +67.7% | -32.8% | +11.0% |
| 3Y | +422.2% | +43.4% | +378.8% | +318.0% |
| 5Y | +192.8% | +18.1% | +174.7% | +141.4% |
| 10Y | +281.1% | +508.8% | -227.6% | +80.1% |
| All | +181.0% | +846.9% | -665.9% | +19.2% |
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 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