+3,529.8%
MAR vs HBM
+456.2%
+3,073.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.1% |
| 7D | +1.6% | +2.2% | -0.6% | +1.0% |
| 30D | +13.8% | -11.8% | +25.6% | +16.2% |
| 3M | +20.3% | -19.2% | +39.5% | +24.4% |
| 6M | +21.3% | -22.9% | +44.2% | +24.7% |
| YTD | +37.2% | +7.8% | +29.4% | +29.5% |
| 1Y | +48.4% | +34.9% | +13.5% | +33.5% |
| 3Y | +120.1% | +422.2% | -302.1% | +42.4% |
| 5Y | +182.1% | +192.8% | -10.7% | +95.7% |
| 10Y | +530.2% | +281.1% | +249.1% | +247.9% |
| All | +3,529.8% | +456.2% | +3,073.7% | +1,270.8% |
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