+1,444.5%
HIG vs HBM
+649.7%
+794.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -0.5% | +5.5% | -6.0% | -1.5% |
| 30D | -2.8% | +3.3% | -6.1% | -3.8% |
| 3M | +6.3% | +12.7% | -6.3% | +2.6% |
| 6M | -0.1% | +28.2% | -28.3% | -7.7% |
| YTD | +0.4% | +45.3% | -44.9% | -10.6% |
| 1Y | +6.2% | +121.7% | -115.5% | -14.2% |
| 3Y | +101.6% | +523.5% | -421.9% | +22.8% |
| 5Y | +119.8% | +393.9% | -274.1% | +31.8% |
| 10Y | +311.7% | +647.9% | -336.2% | +69.8% |
| All | +1,444.5% | +649.7% | +794.8% | +117.8% |
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