+31.7%
HBM vs SARO
-6.5%
+38.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.6% | -5.8% | -6.6% |
| 7D | -11.9% | +6.3% | -18.2% | -14.3% |
| 30D | -23.6% | +20.8% | -44.5% | -30.3% |
| 3M | -20.5% | -18.4% | -2.1% | -11.0% |
| 6M | -7.9% | +0.8% | -8.7% | -11.2% |
| YTD | +3.8% | -11.8% | +15.5% | +6.3% |
| 1Y | +31.7% | -7.3% | +39.0% | +29.4% |
| All | +31.7% | -6.5% | +38.2% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling