+131.0%
HBM vs INDA
+107.4%
+23.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.2% | -6.4% | -6.3% |
| 7D | -3.7% | -3.6% | -0.1% | 0.0% |
| 30D | -3.7% | -4.0% | +0.3% | +0.5% |
| 3M | +8.0% | +1.7% | +6.3% | +6.5% |
| 6M | +15.8% | -3.6% | +19.4% | +21.8% |
| YTD | +34.4% | -11.0% | +45.4% | +52.7% |
| 1Y | +98.2% | -9.5% | +107.7% | +121.1% |
| 3Y | +476.6% | +7.6% | +468.9% | +442.2% |
| 5Y | +331.1% | +4.8% | +326.3% | +326.4% |
| 10Y | +591.6% | +82.3% | +509.3% | +314.6% |
| All | +131.0% | +107.4% | +23.6% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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