+579.5%
INTC vs HBM
+456.2%
+123.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.3% |
| 7D | +6.0% | +2.2% | +3.8% | +5.5% |
| 30D | -39.2% | -11.8% | -27.4% | -37.2% |
| 3M | -42.9% | -19.2% | -23.7% | -40.2% |
| 6M | -50.4% | -22.9% | -27.5% | -47.6% |
| YTD | +61.7% | +7.8% | +53.9% | +59.7% |
| 1Y | +66.1% | +34.9% | +31.2% | +57.4% |
| 3Y | +58.1% | +422.2% | -364.1% | +16.2% |
| 5Y | +27.9% | +192.8% | -165.0% | -0.8% |
| 10Y | +111.1% | +281.1% | -170.0% | +37.7% |
| All | +579.5% | +456.2% | +123.3% | +230.7% |
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