-70.4%
LYFT vs HBM
+327.6%
-398.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -8.4% | -3.3% | -5.1% | -7.7% |
| 30D | -7.6% | -4.8% | -2.8% | -6.7% |
| 3M | +11.7% | -0.4% | +12.2% | +9.9% |
| 6M | +15.1% | +17.9% | -2.8% | +4.4% |
| YTD | -20.9% | +33.7% | -54.6% | -32.8% |
| 1Y | -16.4% | +95.6% | -112.0% | -38.7% |
| 3Y | +35.2% | +458.1% | -422.9% | -35.1% |
| All | -70.4% | +327.6% | -398.1% | -84.9% |
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