+1,576.8%
IT vs HBM
+470.7%
+1,106.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -6.8% | -1.3% | -5.6% | -6.8% |
| 30D | -0.6% | -14.8% | +14.3% | +1.1% |
| 3M | +3.1% | -20.7% | +23.7% | +5.3% |
| 6M | +25.5% | -13.9% | +39.4% | +25.4% |
| YTD | -23.5% | +10.6% | -34.1% | -27.5% |
| 1Y | -16.6% | +32.4% | -49.0% | -23.2% |
| 3Y | -53.1% | +432.0% | -485.1% | -65.8% |
| 5Y | -41.4% | +205.5% | -246.9% | -55.4% |
| 10Y | +90.9% | +291.1% | -200.2% | +23.2% |
| All | +1,576.8% | +470.7% | +1,106.1% | +721.3% |
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