-4.2%
IBM vs HBM
+120.5%
-124.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.4% |
| 7D | +3.6% | +5.5% | -2.0% | +3.6% |
| 30D | +1.5% | +3.3% | -1.8% | +1.7% |
| 3M | -12.9% | +12.7% | -25.6% | -11.5% |
| 6M | -3.9% | +28.2% | -32.1% | -1.4% |
| YTD | -17.3% | +45.3% | -62.7% | -16.6% |
| All | -4.2% | +120.5% | -124.7% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling