+707.2%
O vs HBM
+613.3%
+93.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.7% | -6.4% | +5.6% | -0.2% |
| 30D | -1.9% | +5.9% | -7.8% | -2.5% |
| 3M | +3.8% | -8.9% | +12.7% | +4.0% |
| 6M | -4.7% | +10.7% | -15.4% | -6.8% |
| YTD | +12.5% | +38.3% | -25.8% | +7.3% |
| 1Y | +10.8% | +121.3% | -110.5% | +0.7% |
| 3Y | +28.8% | +450.6% | -421.8% | +4.2% |
| 5Y | +13.2% | +338.0% | -324.8% | -9.1% |
| 10Y | +53.5% | +578.6% | -525.2% | +3.8% |
| All | +707.2% | +613.3% | +93.8% | +290.4% |
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