+183.1%
MAR vs HBM
+203.5%
-20.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | +1.8% | +5.1% | -3.3% | +0.8% |
| 30D | +14.3% | -15.8% | +30.1% | +17.2% |
| 3M | +20.0% | -22.4% | +42.4% | +24.3% |
| 6M | +21.7% | -20.2% | +42.0% | +23.8% |
| YTD | +37.7% | +9.0% | +28.7% | +29.8% |
| 1Y | +46.8% | +27.4% | +19.5% | +33.9% |
| 3Y | +121.0% | +424.2% | -303.2% | +41.3% |
| 5Y | +183.1% | +196.1% | -13.0% | +103.0% |
| All | +183.1% | +203.5% | -20.4% | +103.0% |
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