+331.1%
HBM vs SM
+108.0%
+223.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.5% | -8.1% | -7.7% |
| 7D | -3.7% | +2.1% | -5.9% | -4.4% |
| 30D | -3.7% | +18.1% | -21.8% | -8.8% |
| 3M | +8.0% | +17.0% | -9.0% | +1.0% |
| 6M | +15.8% | +55.4% | -39.6% | -6.0% |
| YTD | +34.4% | +108.6% | -74.2% | -4.8% |
| 1Y | +98.2% | +45.7% | +52.5% | +60.8% |
| 3Y | +476.6% | -0.3% | +476.9% | +418.2% |
| 5Y | +331.1% | +113.0% | +218.1% | +159.7% |
| All | +331.1% | +108.0% | +223.1% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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