+458.1%
HBM vs M
+112.2%
+345.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -2.6% |
| 7D | -3.3% | -4.2% | +0.9% | -2.3% |
| 30D | -4.8% | -7.2% | +2.4% | -3.1% |
| 3M | -0.4% | -11.1% | +10.7% | +2.3% |
| 6M | +17.9% | +28.8% | -10.9% | +9.6% |
| YTD | +33.7% | +2.0% | +31.7% | +31.1% |
| 1Y | +95.6% | +31.3% | +64.3% | +78.2% |
| 3Y | +458.1% | +119.1% | +339.0% | +300.4% |
| All | +458.1% | +112.2% | +345.9% | +300.4% |
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