+589.9%
HBM vs SNY
+202.0%
+387.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -3.3% | -3.3% | 0.0% | -1.5% |
| 30D | -4.8% | -2.2% | -2.7% | -3.7% |
| 3M | -0.4% | -3.0% | +2.6% | +0.7% |
| 6M | +17.9% | +2.7% | +15.1% | +14.6% |
| YTD | +33.7% | -6.8% | +40.6% | +37.3% |
| 1Y | +95.6% | -5.3% | +100.9% | +97.8% |
| 3Y | +458.1% | -9.8% | +467.9% | +448.8% |
| 5Y | +329.0% | +9.7% | +319.3% | +255.4% |
| 10Y | +588.2% | +64.5% | +523.7% | +314.8% |
| All | +589.9% | +202.0% | +387.8% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling