+216.0%
HBM vs TRU
+228.8%
-12.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -3.3% | -2.7% | -0.6% | -2.0% |
| 30D | -4.8% | -2.0% | -2.8% | -4.2% |
| 3M | -0.4% | +18.4% | -18.9% | -11.1% |
| 6M | +17.9% | +8.9% | +9.0% | +9.1% |
| YTD | +33.7% | -8.9% | +42.7% | +32.8% |
| 1Y | +95.6% | -15.9% | +111.5% | +101.0% |
| 3Y | +458.1% | -1.1% | +459.2% | +387.2% |
| 5Y | +329.0% | -35.2% | +364.2% | +381.1% |
| 10Y | +588.2% | +145.3% | +442.9% | +162.3% |
| All | +216.0% | +228.8% | -12.8% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling