+66.8%
MET vs HBM
+460.9%
-394.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.5% | +8.7% | +2.0% |
| 7D | -2.5% | -3.7% | +1.3% | -2.1% |
| 30D | 0.0% | -3.7% | +3.6% | +0.2% |
| 3M | +13.1% | +8.0% | +5.1% | +11.3% |
| 6M | +39.0% | +15.8% | +23.2% | +33.9% |
| YTD | +25.2% | +34.4% | -9.2% | +16.5% |
| 1Y | +25.6% | +98.2% | -72.5% | +8.7% |
| All | +66.8% | +460.9% | -394.0% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling