-16.5%
IT vs HBM
+25.3%
-41.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.5% |
| 7D | +1.1% | +2.2% | -1.2% | +1.5% |
| 30D | -1.8% | -11.8% | +9.9% | -3.6% |
| 3M | +4.8% | -19.2% | +24.0% | +2.0% |
| 6M | +33.0% | -22.9% | +55.9% | +31.7% |
| YTD | -23.8% | +7.8% | -31.6% | -21.1% |
| 1Y | -16.5% | +34.9% | -51.4% | -15.8% |
| All | -16.5% | +25.3% | -41.8% | -15.8% |
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