+11.7%
IR vs HBM
+25.3%
-13.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +2.5% | +2.2% | +0.3% | +2.1% |
| 30D | +9.2% | -11.8% | +21.0% | +11.4% |
| 3M | +0.9% | -19.2% | +20.2% | +4.2% |
| 6M | +19.2% | -22.9% | +42.1% | +22.8% |
| YTD | +7.5% | +7.8% | -0.3% | +2.7% |
| 1Y | +11.7% | +34.9% | -23.2% | +2.5% |
| All | +11.7% | +25.3% | -13.5% | +2.5% |
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