+458.1%
HBM vs SNY
-9.6%
+467.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -3.3% | -3.3% | 0.0% | -2.7% |
| 30D | -4.8% | -2.2% | -2.7% | -4.4% |
| 3M | -0.4% | -3.0% | +2.6% | -0.1% |
| 6M | +17.9% | +2.7% | +15.1% | +16.9% |
| YTD | +33.7% | -6.8% | +40.6% | +35.2% |
| 1Y | +95.6% | -5.3% | +100.9% | +96.9% |
| 3Y | +458.1% | -9.8% | +467.9% | +461.8% |
| All | +458.1% | -9.6% | +467.7% | +461.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling