+332.5%
HBM vs TRU
-35.6%
+368.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -3.3% | -2.7% | -0.6% | -2.4% |
| 30D | -4.8% | -2.0% | -2.8% | -4.3% |
| 3M | -0.4% | +18.4% | -18.9% | -8.4% |
| 6M | +17.9% | +8.9% | +9.0% | +11.5% |
| YTD | +33.7% | -8.9% | +42.7% | +33.9% |
| 1Y | +95.6% | -15.9% | +111.5% | +101.5% |
| 3Y | +458.1% | -1.1% | +459.2% | +416.9% |
| All | +332.5% | -35.6% | +368.1% | +417.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling