-9.4%
LEN vs HBM
+371.5%
-380.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -3.4% | +5.5% | -8.9% | -4.2% |
| 30D | -5.7% | +3.3% | -8.9% | -6.3% |
| 3M | -12.2% | +12.7% | -24.9% | -14.5% |
| 6M | -18.3% | +28.2% | -46.5% | -22.7% |
| YTD | -20.2% | +45.3% | -65.5% | -26.5% |
| 1Y | -40.1% | +121.7% | -161.8% | -48.9% |
| 3Y | -26.2% | +523.5% | -549.7% | -49.4% |
| All | -9.4% | +371.5% | -380.9% | -35.9% |
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 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