+196.1%
HBM vs RACE
+62.4%
+133.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.2% |
| 7D | +5.1% | -4.0% | +9.1% | +7.3% |
| 30D | -15.8% | +3.5% | -19.4% | -17.3% |
| 3M | -22.4% | -0.4% | -22.0% | -22.3% |
| 6M | -20.2% | +23.2% | -43.4% | -28.9% |
| YTD | +9.0% | +11.0% | -2.0% | +2.3% |
| 1Y | +27.4% | -2.2% | +29.6% | +27.4% |
| 3Y | +424.2% | +22.5% | +401.7% | +309.9% |
| 5Y | +196.1% | +63.2% | +132.9% | +76.8% |
| All | +196.1% | +62.4% | +133.7% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling