+1,272.7%
LEN vs HBM
+613.3%
+659.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -3.2% | -6.4% | +3.2% | -1.9% |
| 30D | -4.9% | +5.9% | -10.8% | -6.2% |
| 3M | -8.5% | -8.9% | +0.4% | -8.0% |
| 6M | -20.7% | +10.7% | -31.3% | -24.0% |
| YTD | -17.4% | +38.3% | -55.7% | -25.2% |
| 1Y | -38.2% | +121.3% | -159.6% | -49.9% |
| 3Y | -24.9% | +450.6% | -475.5% | -52.1% |
| 5Y | -11.4% | +338.0% | -349.4% | -44.3% |
| 10Y | +110.0% | +578.6% | -468.6% | -5.0% |
| All | +1,272.7% | +613.3% | +659.4% | +217.8% |
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