-22.5%
LEN vs HBM
+47.3%
-69.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.6% | +3.4% | +6.7% |
| 7D | +10.5% | -5.8% | +16.3% | +11.1% |
| 30D | +24.6% | -18.5% | +43.1% | +27.5% |
| 3M | +6.6% | -10.3% | +16.9% | +7.3% |
| 6M | +10.6% | +2.1% | +8.5% | +7.1% |
| YTD | -8.3% | +12.0% | -20.3% | -14.3% |
| 1Y | -22.5% | +49.8% | -72.3% | -31.9% |
| All | -22.5% | +47.3% | -69.8% | -31.9% |
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