+613.3%
HBM vs M
+366.7%
+246.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.7% |
| 7D | -6.4% | +4.7% | -11.1% | -7.7% |
| 30D | +5.9% | -9.6% | +15.6% | +9.1% |
| 3M | -8.9% | +0.9% | -9.8% | -9.5% |
| 6M | +10.7% | +22.3% | -11.6% | +3.2% |
| YTD | +38.3% | +6.5% | +31.7% | +33.5% |
| 1Y | +121.3% | +38.8% | +82.6% | +95.9% |
| 3Y | +450.6% | +115.9% | +334.7% | +297.2% |
| 5Y | +338.0% | +28.6% | +309.4% | +237.8% |
| 10Y | +578.6% | -2.5% | +581.1% | +351.4% |
| All | +613.3% | +366.7% | +246.6% | +131.5% |
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