+649.7%
HBM vs MTB
+966.2%
-316.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +5.5% | +1.1% | +4.4% | +4.8% |
| 30D | +3.3% | -4.6% | +7.9% | +6.0% |
| 3M | +12.7% | +6.3% | +6.4% | +8.1% |
| 6M | +28.2% | +15.6% | +12.6% | +16.9% |
| YTD | +45.3% | +20.6% | +24.8% | +28.4% |
| 1Y | +121.7% | +22.5% | +99.2% | +93.4% |
| 3Y | +523.5% | +114.4% | +409.1% | +275.1% |
| 5Y | +393.9% | +101.9% | +292.0% | +198.5% |
| 10Y | +647.9% | +170.4% | +477.5% | +256.8% |
| All | +649.7% | +966.2% | -316.5% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling