+2,786.6%
MAR vs HBM
+613.3%
+2,173.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.3% |
| 7D | -4.2% | -6.4% | +2.2% | -2.9% |
| 30D | -6.7% | +5.9% | -12.6% | -8.0% |
| 3M | -12.5% | -8.9% | -3.6% | -12.1% |
| 6M | +0.6% | +10.7% | -10.1% | -3.8% |
| YTD | +9.1% | +38.3% | -29.2% | -1.3% |
| 1Y | +26.2% | +121.3% | -95.1% | +2.6% |
| 3Y | +68.2% | +450.6% | -382.4% | +8.2% |
| 5Y | +163.9% | +338.0% | -174.1% | +69.0% |
| 10Y | +420.6% | +578.6% | -158.0% | +156.6% |
| All | +2,786.6% | +613.3% | +2,173.2% | +944.8% |
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 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