+7.1%
LOW vs HBM
+371.5%
-364.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -0.6% | +5.5% | -6.1% | -1.3% |
| 30D | -9.3% | +3.3% | -12.6% | -9.7% |
| 3M | -8.1% | +12.7% | -20.7% | -9.9% |
| 6M | -19.8% | +28.2% | -48.0% | -23.4% |
| YTD | -16.4% | +45.3% | -61.7% | -21.9% |
| 1Y | -24.7% | +121.7% | -146.4% | -33.9% |
| 3Y | -8.8% | +523.5% | -532.3% | -32.7% |
| All | +7.1% | +371.5% | -364.4% | -21.5% |
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