+15.9%
MS vs HBM
+36.9%
-21.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.0% | -5.9% | +1.3% |
| 7D | +0.7% | +5.0% | -4.3% | -0.3% |
| 30D | -0.9% | -12.7% | +11.8% | +1.4% |
| 3M | -13.0% | -17.4% | +4.5% | -10.3% |
| 6M | -2.0% | -8.9% | +6.9% | -1.7% |
| YTD | +7.8% | +14.9% | -7.1% | -0.3% |
| All | +15.9% | +36.9% | -21.0% | +0.4% |
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