+649.7%
HBM vs IBN
+978.3%
-328.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.3% |
| 7D | +5.5% | -5.1% | +10.6% | +8.4% |
| 30D | +3.3% | -3.5% | +6.8% | +5.2% |
| 3M | +12.7% | +11.3% | +1.3% | +6.3% |
| 6M | +28.2% | +4.4% | +23.8% | +25.3% |
| YTD | +45.3% | -1.8% | +47.1% | +46.2% |
| 1Y | +121.7% | -8.0% | +129.7% | +129.4% |
| 3Y | +523.5% | +27.1% | +496.5% | +437.6% |
| 5Y | +393.9% | +54.5% | +339.4% | +282.8% |
| 10Y | +647.9% | +314.2% | +333.7% | +233.8% |
| All | +649.7% | +978.3% | -328.6% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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