+370.9%
IBM vs HBM
+613.3%
-242.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -0.3% | -6.4% | +6.1% | +0.4% |
| 30D | +0.3% | +5.9% | -5.6% | -0.4% |
| 3M | -21.6% | -8.9% | -12.7% | -21.4% |
| 6M | -4.7% | +10.7% | -15.4% | -7.0% |
| YTD | -19.1% | +38.3% | -57.4% | -23.6% |
| 1Y | -2.5% | +121.3% | -123.8% | -13.1% |
| 3Y | +74.2% | +450.6% | -376.4% | +35.8% |
| 5Y | +113.1% | +338.0% | -224.9% | +64.8% |
| 10Y | +133.5% | +578.6% | -445.1% | +52.8% |
| All | +370.9% | +613.3% | -242.5% | +179.2% |
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