+462.4%
HBM vs M
+396.9%
+65.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.8% |
| 7D | +5.1% | +0.6% | +4.5% | +4.9% |
| 30D | -15.8% | +7.0% | -22.8% | -17.7% |
| 3M | -22.4% | +3.1% | -25.6% | -23.5% |
| 6M | -20.2% | +33.5% | -53.7% | -27.7% |
| YTD | +9.0% | +13.4% | -4.4% | +2.8% |
| 1Y | +27.4% | +22.4% | +4.9% | +17.1% |
| 3Y | +424.2% | +150.9% | +273.4% | +260.3% |
| 5Y | +196.1% | -3.0% | +199.2% | +154.2% |
| 10Y | +285.4% | -9.1% | +294.5% | +164.9% |
| All | +462.4% | +396.9% | +65.5% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling