-32.9%
HDB vs HBM
+47.3%
-80.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +1.9% | +5.3% |
| 7D | +12.9% | -5.8% | +18.7% | +13.3% |
| 30D | +10.0% | -18.5% | +28.5% | +11.6% |
| 3M | +1.8% | -10.3% | +12.1% | +2.2% |
| 6M | -2.1% | +2.1% | -4.2% | -4.1% |
| YTD | -33.4% | +12.0% | -45.4% | -33.8% |
| 1Y | -32.9% | +49.8% | -82.6% | -32.3% |
| All | -32.9% | +47.3% | -80.1% | -32.3% |
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