-19.8%
HD vs HBM
+123.0%
-142.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.0% |
| 7D | -2.1% | -6.4% | +4.3% | -1.6% |
| 30D | -8.4% | +5.9% | -14.3% | -8.8% |
| 3M | +4.3% | -8.9% | +13.3% | +4.9% |
| 6M | -11.1% | +10.7% | -21.8% | -13.7% |
| YTD | -4.7% | +38.3% | -42.9% | -7.6% |
| 1Y | -19.8% | +121.3% | -141.1% | -22.9% |
| All | -19.8% | +123.0% | -142.8% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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