+1,161.7%
HL vs HBM
+654.4%
+507.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.8% | -3.9% |
| 7D | +7.1% | +7.4% | -0.3% | +3.3% |
| 30D | +21.4% | +5.1% | +16.4% | +18.5% |
| 3M | +37.4% | +11.1% | +26.3% | +30.3% |
| 6M | +0.4% | +30.2% | -29.8% | -11.7% |
| YTD | +6.7% | +46.2% | -39.5% | -10.7% |
| 1Y | +102.4% | +120.0% | -17.7% | +40.9% |
| 3Y | +417.4% | +527.4% | -110.0% | +114.8% |
| 5Y | +243.3% | +400.4% | -157.1% | +48.9% |
| 10Y | +242.6% | +621.5% | -379.0% | -1.2% |
| All | +1,161.7% | +654.4% | +507.3% | +243.5% |
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