-51.3%
IT vs HBM
+460.9%
-512.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.5% | +8.1% | +0.8% |
| 7D | -12.7% | -3.7% | -9.0% | -12.6% |
| 30D | -8.9% | -3.7% | -5.2% | -8.8% |
| 3M | +10.1% | +8.0% | +2.1% | +9.8% |
| 6M | +7.3% | +15.8% | -8.5% | +6.1% |
| YTD | -32.4% | +34.4% | -66.7% | -35.0% |
| 1Y | -26.6% | +98.2% | -124.8% | -33.7% |
| All | -51.3% | +460.9% | -512.2% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling