+458.1%
HBM vs LPLA
+46.5%
+411.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | -3.3% | -1.5% | -1.7% | -2.9% |
| 30D | -4.8% | -6.0% | +1.2% | -3.2% |
| 3M | -0.4% | +24.0% | -24.5% | -6.6% |
| 6M | +17.9% | +17.0% | +0.9% | +11.8% |
| YTD | +33.7% | -0.7% | +34.4% | +32.9% |
| 1Y | +95.6% | +2.1% | +93.5% | +92.2% |
| 3Y | +458.1% | +48.7% | +409.4% | +400.2% |
| All | +458.1% | +46.5% | +411.6% | +400.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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