+239.8%
HBM vs INVH
+75.4%
+164.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -3.3% | -3.0% | -0.3% | -1.8% |
| 30D | -4.8% | -7.5% | +2.7% | -1.2% |
| 3M | -0.4% | -5.5% | +5.1% | +1.7% |
| 6M | +17.9% | +11.7% | +6.2% | +9.6% |
| YTD | +33.7% | +1.3% | +32.4% | +30.1% |
| 1Y | +95.6% | -6.1% | +101.7% | +97.3% |
| 3Y | +458.1% | -9.8% | +467.9% | +467.1% |
| 5Y | +329.0% | -19.7% | +348.7% | +360.6% |
| All | +239.8% | +75.4% | +164.4% | +196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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