+19.0%
MSCI vs HBM
+47.3%
-28.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.8% | +5.6% |
| 7D | +11.5% | -5.8% | +17.3% | +11.0% |
| 30D | +22.1% | -18.5% | +40.6% | +20.7% |
| 3M | +18.4% | -10.3% | +28.7% | +17.8% |
| 6M | +16.6% | +2.1% | +14.5% | +18.0% |
| YTD | +18.8% | +12.0% | +6.8% | +19.1% |
| 1Y | +19.0% | +49.8% | -30.8% | +17.6% |
| All | +19.0% | +47.3% | -28.3% | +17.6% |
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