+176.6%
P vs HBM
+348.5%
-171.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.0% |
| 7D | -23.8% | -3.6% | -20.2% | -22.6% |
| 30D | -36.6% | -19.2% | -17.5% | -31.7% |
| 3M | +10.9% | -20.5% | +31.4% | +19.0% |
| 6M | +30.0% | -12.8% | +42.8% | +34.1% |
| YTD | +44.4% | +5.4% | +39.0% | +36.7% |
| 1Y | +3.9% | +33.0% | -29.0% | -10.0% |
| 3Y | +176.6% | +357.3% | -180.7% | +61.2% |
| All | +176.6% | +348.5% | -171.9% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling