+258.4%
HBM vs USFR
+27.7%
+230.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -3.3% | +0.1% | -3.4% | -3.5% |
| 30D | -4.8% | +0.4% | -5.2% | -5.3% |
| 3M | -0.4% | +1.0% | -1.5% | -1.8% |
| 6M | +17.9% | +2.0% | +15.9% | +14.6% |
| YTD | +33.7% | +2.8% | +31.0% | +28.6% |
| 1Y | +95.6% | +4.1% | +91.5% | +84.8% |
| 3Y | +458.1% | +14.1% | +444.0% | +364.7% |
| 5Y | +329.0% | +20.6% | +308.4% | +230.1% |
| 10Y | +588.2% | +28.1% | +560.1% | +394.1% |
| All | +258.4% | +27.7% | +230.7% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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