+682.7%
O vs HBM
+456.2%
+226.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -0.4% | +2.2% | -2.6% | -0.6% |
| 30D | +7.1% | -11.8% | +18.9% | +8.1% |
| 3M | -5.2% | -19.2% | +14.0% | -3.8% |
| 6M | -1.8% | -22.9% | +21.1% | -0.6% |
| YTD | +9.1% | +7.8% | +1.3% | +6.1% |
| 1Y | +9.7% | +34.9% | -25.2% | +4.4% |
| 3Y | +39.1% | +422.2% | -383.1% | +12.7% |
| 5Y | +8.4% | +192.8% | -184.5% | -9.7% |
| 10Y | +80.2% | +281.1% | -201.0% | +29.0% |
| All | +682.7% | +456.2% | +226.5% | +286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling