+787.5%
HDB vs HBM
+613.3%
+174.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +0.4% | -6.4% | +6.8% | +1.5% |
| 30D | -2.8% | +5.9% | -8.7% | -4.0% |
| 3M | -3.5% | -8.9% | +5.4% | -3.1% |
| 6M | -24.7% | +10.7% | -35.4% | -27.4% |
| YTD | -36.6% | +38.3% | -74.8% | -41.6% |
| 1Y | -34.4% | +121.3% | -155.7% | -44.8% |
| 3Y | -24.4% | +450.6% | -475.0% | -48.3% |
| 5Y | -35.4% | +338.0% | -373.3% | -56.4% |
| 10Y | +39.5% | +578.6% | -539.1% | -28.4% |
| All | +787.5% | +613.3% | +174.2% | +204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling