+13.7%
O vs HBM
+369.9%
-356.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.1% | -0.6% |
| 7D | -0.6% | +7.4% | -7.9% | -0.9% |
| 30D | -2.0% | +5.1% | -7.0% | -2.2% |
| 3M | +3.0% | +11.1% | -8.1% | +2.3% |
| 6M | -3.6% | +30.2% | -33.9% | -5.7% |
| YTD | +12.1% | +46.2% | -34.2% | +8.6% |
| 1Y | +8.9% | +120.0% | -111.2% | +2.6% |
| 3Y | +30.3% | +527.4% | -497.1% | +11.0% |
| 5Y | +13.7% | +400.4% | -386.7% | -0.8% |
| All | +13.7% | +369.9% | -356.2% | -0.8% |
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