-26.6%
IT vs HBM
+103.9%
-130.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.5% | +8.1% | -0.3% |
| 7D | -12.7% | -3.7% | -9.0% | -13.0% |
| 30D | -8.9% | -3.7% | -5.2% | -9.1% |
| 3M | +10.1% | +8.0% | +2.1% | +12.7% |
| 6M | +7.3% | +15.8% | -8.5% | +12.3% |
| YTD | -32.4% | +34.4% | -66.7% | -29.2% |
| 1Y | -26.6% | +98.2% | -124.8% | -24.0% |
| All | -26.6% | +103.9% | -130.6% | -24.0% |
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