+143.3%
IBM vs HBM
+217.3%
-74.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.0% | -8.5% | -0.1% |
| 7D | -2.5% | +5.0% | -7.6% | -2.9% |
| 30D | +8.4% | -12.7% | +21.1% | +9.2% |
| 3M | +4.5% | -17.4% | +21.9% | +5.6% |
| 6M | +7.9% | -8.9% | +16.7% | +8.2% |
| YTD | -15.2% | +14.9% | -30.1% | -17.5% |
| 1Y | -17.6% | +41.4% | -59.0% | -21.4% |
| 3Y | +82.1% | +462.1% | -380.1% | +48.6% |
| 5Y | +143.3% | +224.0% | -80.7% | +103.0% |
| All | +143.3% | +217.3% | -74.0% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling