+332.5%
HBM vs LUMN
-37.8%
+370.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -3.3% | +2.5% | -5.8% | -3.6% |
| 30D | -4.8% | +10.3% | -15.2% | -6.1% |
| 3M | -0.4% | -18.3% | +17.8% | +1.7% |
| 6M | +17.9% | +4.4% | +13.5% | +17.2% |
| YTD | +33.7% | -10.7% | +44.4% | +33.8% |
| 1Y | +95.6% | +14.0% | +81.6% | +89.3% |
| 3Y | +458.1% | +406.6% | +51.6% | +293.7% |
| All | +332.5% | -37.8% | +370.3% | +403.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 5y: compounded portfolio wealth divided by compounded LUMN 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…
5y analysis · Full analysis span regression · 6 months rolling