+593.6%
LITE vs HBM
+197.3%
+396.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.2% | -3.0% |
| 7D | +22.6% | +5.1% | +17.5% | +20.3% |
| 30D | -36.8% | -15.8% | -21.0% | -31.6% |
| 3M | -33.0% | -22.4% | -10.6% | -25.2% |
| 6M | -37.1% | -20.2% | -16.8% | -30.6% |
| YTD | +69.5% | +9.0% | +60.5% | +63.8% |
| 1Y | +146.1% | +27.4% | +118.8% | +126.3% |
| 3Y | +1,440.8% | +424.2% | +1,016.6% | +834.8% |
| All | +593.6% | +197.3% | +396.3% | +382.6% |
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