-4.6%
HD vs HBM
+47.3%
-51.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +2.9% | +6.3% |
| 7D | +11.9% | -5.8% | +17.8% | +12.3% |
| 30D | +26.4% | -18.5% | +44.9% | +28.3% |
| 3M | +2.8% | -10.3% | +13.1% | +3.3% |
| 6M | +15.5% | +2.1% | +13.3% | +12.3% |
| YTD | +5.5% | +12.0% | -6.5% | +1.2% |
| 1Y | -4.6% | +49.8% | -54.3% | -11.5% |
| All | -4.6% | +47.3% | -51.9% | -11.5% |
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