+79.1%
MTUM vs HBM
+327.6%
-248.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.7% | -3.3% | +4.0% | +1.3% |
| 30D | -2.4% | -4.8% | +2.4% | -1.7% |
| 3M | -3.6% | -0.4% | -3.2% | -4.2% |
| 6M | +23.7% | +17.9% | +5.8% | +18.4% |
| YTD | +22.9% | +33.7% | -10.8% | +14.3% |
| 1Y | +21.8% | +95.6% | -73.8% | +5.3% |
| 3Y | +114.4% | +458.1% | -343.7% | +49.0% |
| All | +79.1% | +327.6% | -248.5% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling