+428.1%
HBM vs M
+154.1%
+273.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.9% |
| 7D | +5.1% | +0.6% | +4.5% | +4.9% |
| 30D | -15.8% | +7.0% | -22.8% | -17.4% |
| 3M | -22.4% | +3.1% | -25.6% | -23.3% |
| 6M | -20.2% | +33.5% | -53.7% | -26.5% |
| YTD | +9.0% | +13.4% | -4.4% | +3.8% |
| 1Y | +27.4% | +22.4% | +4.9% | +18.5% |
| All | +428.1% | +154.1% | +273.9% | +323.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling