+89.5%
HBM vs IRE
-84.0%
+173.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | +0.2% |
| 7D | +5.5% | +29.0% | -23.5% | +2.1% |
| 30D | +3.3% | +24.2% | -20.9% | -0.8% |
| 3M | +12.7% | -53.2% | +65.8% | +17.2% |
| 6M | +28.2% | -36.0% | +64.2% | +23.2% |
| YTD | +45.3% | -51.0% | +96.3% | +41.0% |
| All | +89.5% | -84.0% | +173.5% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling