+392.8%
HL vs HBM
+458.1%
-65.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -4.4% | -3.3% | -1.1% | -2.5% |
| 30D | +9.3% | -4.8% | +14.1% | +12.6% |
| 3M | +32.0% | -0.4% | +32.4% | +31.0% |
| 6M | -6.4% | +17.9% | -24.3% | -17.6% |
| YTD | +3.1% | +33.7% | -30.6% | -15.5% |
| 1Y | +77.6% | +95.6% | -18.0% | +16.2% |
| 3Y | +392.8% | +458.1% | -65.3% | +55.0% |
| All | +392.8% | +458.1% | -65.3% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling