+49.8%
HBM vs MTB
+27.0%
+22.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.5% | +3.2% |
| 7D | -5.8% | +2.0% | -7.9% | -6.4% |
| 30D | -18.5% | +2.9% | -21.4% | -19.3% |
| 3M | -10.3% | -10.7% | +0.4% | -6.7% |
| 6M | +2.1% | +6.3% | -4.2% | -2.8% |
| YTD | +12.0% | +13.8% | -1.8% | -4.4% |
| 1Y | +49.8% | +27.7% | +22.0% | +12.8% |
| All | +49.8% | +27.0% | +22.8% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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