+77.1%
HBM vs LPLA
+1,273.0%
-1,195.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +5.5% | -1.5% | +7.1% | +6.3% |
| 30D | +3.3% | -6.0% | +9.3% | +6.4% |
| 3M | +12.7% | +21.4% | -8.7% | +1.3% |
| 6M | +28.2% | +12.1% | +16.1% | +18.7% |
| YTD | +45.3% | -1.8% | +47.2% | +42.6% |
| 1Y | +121.7% | +3.2% | +118.5% | +110.2% |
| 3Y | +523.5% | +45.9% | +477.6% | +363.0% |
| 5Y | +393.9% | +144.7% | +249.3% | +162.9% |
| 10Y | +647.9% | +1,222.4% | -574.6% | +68.4% |
| All | +77.1% | +1,273.0% | -1,195.9% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling