+654.4%
HBM vs SM
+129.7%
+524.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.1% | +4.7% |
| 7D | +7.4% | -0.2% | +7.5% | +7.4% |
| 30D | +5.1% | +31.5% | -26.5% | -3.4% |
| 3M | +11.1% | +17.3% | -6.2% | +4.1% |
| 6M | +30.2% | +48.5% | -18.3% | +10.6% |
| YTD | +46.2% | +106.3% | -60.0% | +11.0% |
| 1Y | +120.0% | +47.3% | +72.7% | +83.4% |
| 3Y | +527.4% | -1.4% | +528.8% | +472.7% |
| 5Y | +400.4% | +114.0% | +286.3% | +248.7% |
| 10Y | +621.5% | +12.5% | +609.0% | +258.1% |
| All | +654.4% | +129.7% | +524.6% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling