+506.5%
HBM vs RL
+198.9%
+307.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +1.0% |
| 7D | +5.5% | -0.3% | +5.8% | +5.5% |
| 30D | +3.3% | -17.5% | +20.8% | +12.9% |
| 3M | +12.7% | -14.0% | +26.6% | +20.5% |
| 6M | +28.2% | -2.0% | +30.2% | +28.2% |
| YTD | +45.3% | -4.6% | +49.9% | +46.3% |
| 1Y | +121.7% | +9.5% | +112.2% | +108.9% |
| All | +506.5% | +198.9% | +307.6% | +273.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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