-23.2%
HD vs HBM
+122.7%
-145.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.8% | -8.0% | -2.7% |
| 7D | -1.2% | +7.4% | -8.5% | -1.7% |
| 30D | -11.1% | +5.1% | -16.2% | -11.5% |
| 3M | +2.0% | +11.1% | -9.1% | +1.0% |
| 6M | -10.5% | +30.2% | -40.7% | -13.6% |
| YTD | -6.9% | +46.2% | -53.1% | -9.9% |
| 1Y | -23.2% | +120.0% | -143.2% | -25.9% |
| All | -23.2% | +122.7% | -145.9% | -25.9% |
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