+10.1%
IR vs HBM
+31.3%
-21.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | -1.3% | +2.3% | +1.2% |
| 30D | +7.6% | -14.8% | +22.4% | +10.4% |
| 3M | +0.1% | -20.7% | +20.8% | +3.6% |
| 6M | +14.0% | -13.9% | +27.9% | +14.5% |
| YTD | +7.5% | +10.6% | -3.1% | +1.5% |
| 1Y | +10.1% | +32.4% | -22.2% | +0.3% |
| All | +10.1% | +31.3% | -21.1% | +0.3% |
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 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