+72.4%
IBM vs HBM
+521.9%
-449.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.5% |
| 7D | +0.3% | +7.3% | -7.0% | -0.1% |
| 30D | -1.5% | +5.0% | -6.5% | -1.7% |
| 3M | -16.8% | +11.1% | -27.9% | -17.0% |
| 6M | -9.0% | +30.2% | -39.2% | -10.3% |
| YTD | -20.1% | +46.2% | -66.2% | -22.6% |
| 1Y | -7.0% | +120.0% | -127.0% | -13.7% |
| 3Y | +72.4% | +527.3% | -454.9% | +39.9% |
| All | +72.4% | +521.9% | -449.5% | +39.9% |
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