+428.1%
HBM vs RACE
+23.0%
+405.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.6% |
| 7D | +5.1% | -4.0% | +9.1% | +6.6% |
| 30D | -15.8% | +3.5% | -19.4% | -16.8% |
| 3M | -22.4% | -0.4% | -22.0% | -22.3% |
| 6M | -20.2% | +23.2% | -43.4% | -25.9% |
| YTD | +9.0% | +11.0% | -2.0% | +4.6% |
| 1Y | +27.4% | -2.2% | +29.6% | +26.4% |
| All | +428.1% | +23.0% | +405.1% | +381.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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