+95.6%
HBM vs TRU
-13.7%
+109.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.4% |
| 7D | -3.3% | -2.7% | -0.6% | -3.4% |
| 30D | -4.8% | -2.0% | -2.8% | -4.8% |
| 3M | -0.4% | +18.4% | -18.9% | -0.2% |
| 6M | +17.9% | +8.9% | +9.0% | +18.3% |
| YTD | +33.7% | -8.9% | +42.7% | +34.1% |
| 1Y | +95.6% | -15.9% | +111.5% | +97.1% |
| All | +95.6% | -13.7% | +109.2% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling