+649.7%
HBM vs RRC
+19.2%
+630.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | +5.5% | -1.7% | +7.3% | +6.2% |
| 30D | +3.3% | +3.6% | -0.3% | +1.9% |
| 3M | +12.7% | +8.8% | +3.8% | +8.5% |
| 6M | +28.2% | +0.8% | +27.4% | +25.7% |
| YTD | +45.3% | +19.0% | +26.3% | +33.3% |
| 1Y | +121.7% | +22.9% | +98.8% | +100.0% |
| 3Y | +523.5% | +32.3% | +491.2% | +439.4% |
| 5Y | +393.9% | +151.6% | +242.3% | +213.2% |
| 10Y | +647.9% | +5.5% | +642.4% | +444.3% |
| All | +649.7% | +19.2% | +630.5% | +307.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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