+291.3%
IR vs HBM
+406.0%
-114.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -2.8% | -6.4% | +3.5% | -1.3% |
| 30D | -15.1% | +5.9% | -21.0% | -16.6% |
| 3M | +6.1% | -8.9% | +15.0% | +6.9% |
| 6M | -16.8% | +10.7% | -27.5% | -20.9% |
| YTD | -3.5% | +38.3% | -41.8% | -14.0% |
| 1Y | -3.5% | +121.3% | -124.8% | -24.4% |
| 3Y | +9.5% | +450.6% | -441.1% | -35.4% |
| 5Y | +45.1% | +338.0% | -292.9% | -14.8% |
| All | +291.3% | +406.0% | -114.7% | +73.7% |
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