-7.5%
IR vs HBM
+117.5%
-125.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -1.9% | +5.5% | -7.4% | -2.7% |
| 30D | -15.0% | +3.3% | -18.3% | -15.6% |
| 3M | -0.4% | +12.7% | -13.1% | -2.7% |
| 6M | -15.0% | +28.2% | -43.2% | -20.0% |
| YTD | -7.1% | +45.3% | -52.4% | -12.7% |
| 1Y | -7.5% | +121.7% | -129.2% | -15.1% |
| All | -7.5% | +117.5% | -125.1% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling