+889.0%
HDB vs HBM
+456.2%
+432.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +2.7% | +2.2% | +0.5% | +2.3% |
| 30D | +14.1% | -11.8% | +25.9% | +16.2% |
| 3M | +11.8% | -19.2% | +31.0% | +15.0% |
| 6M | +8.2% | -22.9% | +31.1% | +10.8% |
| YTD | -29.3% | +7.8% | -37.1% | -32.5% |
| 1Y | -28.8% | +34.9% | -63.7% | -34.8% |
| 3Y | -7.5% | +422.2% | -429.7% | -36.6% |
| 5Y | -23.1% | +192.8% | -215.9% | -44.4% |
| 10Y | +63.7% | +281.1% | -217.4% | -5.9% |
| All | +889.0% | +456.2% | +432.8% | +251.6% |
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