+112.0%
IBM vs HBM
+369.9%
-257.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -6.9% | -1.6% |
| 7D | +0.3% | +7.4% | -7.1% | -0.2% |
| 30D | -1.5% | +5.1% | -6.5% | -1.9% |
| 3M | -16.8% | +11.1% | -27.9% | -17.6% |
| 6M | -9.0% | +30.2% | -39.2% | -11.3% |
| YTD | -20.1% | +46.2% | -66.3% | -23.5% |
| 1Y | -7.0% | +120.0% | -127.1% | -14.9% |
| 3Y | +72.4% | +527.4% | -455.0% | +38.6% |
| 5Y | +112.0% | +400.4% | -288.4% | +69.3% |
| All | +112.0% | +369.9% | -257.9% | +69.3% |
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