-46.3%
IT vs HBM
+392.2%
-438.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -9.1% | +5.5% | -14.7% | -9.7% |
| 30D | -12.2% | +3.3% | -15.4% | -12.6% |
| 3M | +7.8% | +12.7% | -4.8% | +5.9% |
| 6M | +2.0% | +28.2% | -26.2% | -2.4% |
| YTD | -32.7% | +45.3% | -78.0% | -37.7% |
| 1Y | -31.1% | +121.7% | -152.8% | -41.0% |
| 3Y | -52.1% | +523.5% | -575.6% | -67.1% |
| 5Y | -46.3% | +393.9% | -440.2% | -62.5% |
| All | -46.3% | +392.2% | -438.5% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling