+393.9%
OMC vs HBM
+613.3%
-219.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -6.4% | -6.4% | -0.1% | -5.6% |
| 30D | +1.1% | +5.9% | -4.8% | +0.2% |
| 3M | +10.4% | -8.9% | +19.3% | +10.8% |
| 6M | -1.7% | +10.7% | -12.4% | -4.6% |
| YTD | +4.4% | +38.3% | -33.8% | -2.5% |
| 1Y | +8.4% | +121.3% | -112.9% | -5.8% |
| 3Y | +14.4% | +450.6% | -436.2% | -15.1% |
| 5Y | +33.9% | +338.0% | -304.1% | -1.3% |
| 10Y | +34.9% | +578.6% | -543.8% | -18.4% |
| All | +393.9% | +613.3% | -219.5% | +136.4% |
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