+57.4%
MAR vs HBM
+47.3%
+10.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.8% |
| 7D | +7.7% | -5.8% | +13.6% | +8.1% |
| 30D | +19.4% | -18.5% | +37.9% | +20.9% |
| 3M | +23.3% | -10.3% | +33.6% | +23.9% |
| 6M | +22.8% | +2.1% | +20.7% | +20.3% |
| YTD | +37.8% | +12.0% | +25.7% | +31.0% |
| 1Y | +57.4% | +49.8% | +7.6% | +40.3% |
| All | +57.4% | +47.3% | +10.1% | +40.3% |
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 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