+121.3%
HBM vs M
+46.1%
+75.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.6% |
| 7D | -6.4% | +4.7% | -11.1% | -7.5% |
| 30D | +5.9% | -9.6% | +15.6% | +8.8% |
| 3M | -8.9% | +0.9% | -9.8% | -9.5% |
| 6M | +10.7% | +22.3% | -11.6% | +5.7% |
| YTD | +38.3% | +6.5% | +31.7% | +33.0% |
| 1Y | +121.3% | +38.8% | +82.6% | +96.8% |
| All | +121.3% | +46.1% | +75.2% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling