+393.9%
IBM vs HBM
+462.4%
-68.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.3% |
| 7D | -0.3% | +5.1% | -5.4% | -0.9% |
| 30D | +6.8% | -15.8% | +22.6% | +8.5% |
| 3M | +4.4% | -22.4% | +26.8% | +6.8% |
| 6M | +13.2% | -20.2% | +33.4% | +14.6% |
| YTD | -15.1% | +9.0% | -24.1% | -18.0% |
| 1Y | -20.2% | +27.4% | -47.5% | -24.4% |
| 3Y | +79.3% | +424.2% | -344.9% | +40.2% |
| 5Y | +147.5% | +196.1% | -48.7% | +99.7% |
| 10Y | +140.2% | +285.4% | -145.3% | +66.8% |
| All | +393.9% | +462.4% | -68.5% | +199.4% |
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