+200.5%
P vs HBM
+424.8%
-224.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | +11.6% | +2.2% | +9.4% | +10.7% |
| 30D | -23.7% | -11.8% | -11.9% | -20.1% |
| 3M | -8.0% | -19.2% | +11.2% | -1.6% |
| 6M | +27.9% | -22.9% | +50.8% | +37.0% |
| YTD | +61.2% | +7.8% | +53.4% | +51.3% |
| 1Y | +28.6% | +34.9% | -6.3% | +10.6% |
| 3Y | +200.5% | +422.2% | -221.7% | +66.6% |
| All | +200.5% | +424.8% | -224.3% | +66.6% |
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