+30.3%
O vs HBM
+522.1%
-491.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.1% | -0.5% |
| 7D | -0.6% | +7.4% | -7.9% | -0.7% |
| 30D | -2.0% | +5.1% | -7.0% | -2.1% |
| 3M | +3.0% | +11.1% | -8.1% | +2.7% |
| 6M | -3.6% | +30.2% | -33.9% | -5.0% |
| YTD | +12.1% | +46.2% | -34.2% | +9.5% |
| 1Y | +8.9% | +120.0% | -111.2% | +4.3% |
| 3Y | +30.3% | +527.4% | -497.1% | +4.5% |
| All | +30.3% | +522.1% | -491.7% | +4.5% |
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