+635.0%
HLT vs HBM
+278.5%
+356.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.5% | +7.3% | +1.0% |
| 7D | -2.6% | -3.7% | +1.2% | -2.1% |
| 30D | -2.6% | -3.7% | +1.0% | -2.3% |
| 3M | -9.4% | +8.0% | -17.4% | -11.3% |
| 6M | +2.7% | +15.8% | -13.0% | -1.6% |
| YTD | +6.8% | +34.4% | -27.6% | -1.1% |
| 1Y | +12.4% | +98.2% | -85.8% | -3.1% |
| 3Y | +100.2% | +476.6% | -376.4% | +38.9% |
| 5Y | +143.7% | +331.1% | -187.4% | +71.0% |
| 10Y | +584.9% | +591.6% | -6.7% | +291.1% |
| All | +635.0% | +278.5% | +356.6% | +313.8% |
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