+613.3%
HBM vs RL
+1,099.9%
-486.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -3.0% | -2.0% |
| 7D | -6.4% | -0.8% | -5.5% | -6.0% |
| 30D | +5.9% | -7.8% | +13.7% | +10.1% |
| 3M | -8.9% | -4.0% | -4.9% | -7.5% |
| 6M | +10.7% | -1.9% | +12.6% | +10.7% |
| YTD | +38.3% | -0.2% | +38.4% | +36.5% |
| 1Y | +121.3% | +10.7% | +110.7% | +107.0% |
| 3Y | +450.6% | +210.8% | +239.8% | +196.0% |
| 5Y | +338.0% | +238.2% | +99.8% | +118.0% |
| 10Y | +578.6% | +313.4% | +265.2% | +182.7% |
| All | +613.3% | +1,099.9% | -486.5% | +70.4% |
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