+80.3%
HBM vs IRE
-84.4%
+164.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.0% | -14.9% | -2.6% |
| 7D | -6.4% | +54.8% | -61.1% | -11.6% |
| 30D | +5.9% | +18.4% | -12.5% | +2.1% |
| 3M | -8.9% | -66.7% | +57.8% | -1.3% |
| 6M | +10.7% | -52.3% | +63.0% | +9.6% |
| YTD | +38.3% | -52.3% | +90.6% | +34.7% |
| All | +80.3% | -84.4% | +164.8% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling