+593.2%
HBM vs KMX
+600.5%
-7.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.4% | -7.9% | -7.7% |
| 7D | -3.7% | -3.4% | -0.3% | -2.4% |
| 30D | -3.7% | +4.0% | -7.7% | -5.5% |
| 3M | +8.0% | +24.8% | -16.8% | -3.4% |
| 6M | +15.8% | +43.6% | -27.8% | -4.6% |
| YTD | +34.4% | +56.6% | -22.3% | +5.1% |
| 1Y | +98.2% | +2.2% | +95.9% | +81.4% |
| 3Y | +476.6% | -25.4% | +502.0% | +489.3% |
| 5Y | +331.1% | -55.0% | +386.1% | +421.6% |
| 10Y | +591.6% | +9.6% | +582.0% | +384.1% |
| All | +593.2% | +600.5% | -7.2% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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