+613.3%
HBM vs SUI
+2,302.2%
-1,688.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -6.4% | -2.8% | -3.5% | -5.3% |
| 30D | +5.9% | -1.2% | +7.1% | +6.3% |
| 3M | -8.9% | -1.7% | -7.2% | -8.9% |
| 6M | +10.7% | -10.5% | +21.1% | +14.9% |
| YTD | +38.3% | -1.8% | +40.1% | +37.8% |
| 1Y | +121.3% | -4.1% | +125.4% | +121.9% |
| 3Y | +450.6% | +11.3% | +439.3% | +408.2% |
| 5Y | +338.0% | -32.1% | +370.1% | +391.8% |
| 10Y | +578.6% | +110.4% | +468.2% | +354.4% |
| All | +613.3% | +2,302.2% | -1,688.9% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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