+4,344.8%
MA vs HBM
+492.8%
+3,852.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.0% | -8.5% | -0.8% |
| 7D | -0.3% | +5.0% | -5.4% | -1.1% |
| 30D | +11.3% | -12.7% | +24.1% | +13.2% |
| 3M | +16.7% | -17.4% | +34.1% | +19.2% |
| 6M | +32.8% | -8.9% | +41.6% | +31.9% |
| YTD | +15.6% | +14.9% | +0.7% | +9.1% |
| 1Y | +19.6% | +41.4% | -21.8% | +8.9% |
| 3Y | +72.1% | +462.1% | -390.0% | +20.1% |
| 5Y | +96.0% | +224.0% | -128.0% | +43.4% |
| 10Y | +554.8% | +320.9% | +233.9% | +295.3% |
| All | +4,344.8% | +492.8% | +3,852.0% | +2,158.3% |
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