+1,519.6%
IT vs HBM
+613.3%
+906.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.5% |
| 7D | -6.0% | -6.4% | +0.3% | -5.2% |
| 30D | 0.0% | +5.9% | -5.9% | -0.9% |
| 3M | +13.1% | -8.9% | +22.0% | +13.3% |
| 6M | +11.7% | +10.7% | +1.0% | +8.0% |
| YTD | -26.1% | +38.3% | -64.4% | -31.5% |
| 1Y | -21.3% | +121.3% | -142.6% | -32.2% |
| 3Y | -46.7% | +450.6% | -497.3% | -61.1% |
| 5Y | -40.5% | +338.0% | -378.5% | -56.6% |
| 10Y | +103.9% | +578.6% | -474.7% | +22.7% |
| All | +1,519.6% | +613.3% | +906.3% | +676.3% |
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