+456.2%
HBM vs RL
+1,223.6%
-767.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.5% |
| 7D | +2.2% | +2.6% | -0.3% | +1.1% |
| 30D | -11.8% | +2.9% | -14.7% | -13.0% |
| 3M | -19.2% | 0.0% | -19.2% | -19.5% |
| 6M | -22.9% | +17.1% | -40.0% | -29.6% |
| YTD | +7.8% | +10.1% | -2.3% | +1.2% |
| 1Y | +34.9% | +17.3% | +17.6% | +22.6% |
| 3Y | +422.2% | +249.3% | +172.9% | +165.1% |
| 5Y | +192.8% | +240.9% | -48.1% | +45.9% |
| 10Y | +281.1% | +337.3% | -56.1% | +54.3% |
| All | +456.2% | +1,223.6% | -767.4% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling