+1,454.8%
LOW vs HBM
+654.4%
+800.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.5% | -2.6% |
| 7D | +0.4% | +7.4% | -7.0% | -0.6% |
| 30D | -10.1% | +5.1% | -15.2% | -10.9% |
| 3M | -2.9% | +11.1% | -14.0% | -5.0% |
| 6M | -19.4% | +30.2% | -49.6% | -23.6% |
| YTD | -15.4% | +46.2% | -61.7% | -21.6% |
| 1Y | -24.9% | +120.0% | -145.0% | -34.8% |
| 3Y | -7.8% | +527.4% | -535.2% | -33.1% |
| 5Y | +8.4% | +400.4% | -392.0% | -22.1% |
| 10Y | +226.8% | +621.5% | -394.7% | +96.5% |
| All | +1,454.8% | +654.4% | +800.4% | +628.4% |
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