-11.2%
LYFT vs HBM
+35.9%
-47.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.4% | +2.6% | -4.0% |
| 7D | +8.7% | -11.9% | +20.6% | +10.1% |
| 30D | +13.2% | -23.6% | +36.8% | +16.3% |
| 3M | +8.3% | -20.5% | +28.8% | +10.3% |
| 6M | +26.6% | -7.9% | +34.5% | +25.3% |
| YTD | -7.9% | +3.8% | -11.7% | -15.0% |
| 1Y | -11.2% | +31.7% | -42.9% | -27.8% |
| All | -11.2% | +35.9% | -47.0% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling