+332.5%
HBM vs RL
+232.4%
+100.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.9% |
| 7D | -3.3% | -3.4% | +0.2% | -1.6% |
| 30D | -4.8% | -14.4% | +9.6% | +2.8% |
| 3M | -0.4% | -13.6% | +13.1% | +6.6% |
| 6M | +17.9% | +0.6% | +17.3% | +16.2% |
| YTD | +33.7% | -3.6% | +37.3% | +34.0% |
| 1Y | +95.6% | +8.3% | +87.2% | +84.4% |
| 3Y | +458.1% | +204.8% | +253.3% | +196.2% |
| All | +332.5% | +232.4% | +100.1% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling