+692.7%
O vs HBM
+470.7%
+222.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | -1.3% | +1.9% | +0.6% |
| 30D | +9.4% | -14.8% | +24.3% | +10.8% |
| 3M | -2.4% | -20.7% | +18.3% | -0.7% |
| 6M | -1.9% | -13.9% | +12.1% | -1.7% |
| YTD | +10.5% | +10.6% | -0.2% | +7.2% |
| 1Y | +10.0% | +32.4% | -22.4% | +4.8% |
| 3Y | +40.5% | +432.0% | -391.5% | +13.6% |
| 5Y | +10.2% | +205.5% | -195.3% | -8.5% |
| 10Y | +82.5% | +291.1% | -208.7% | +30.3% |
| All | +692.7% | +470.7% | +222.0% | +290.0% |
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