+485.4%
P vs HBM
+531.2%
-45.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | +6.5% | -6.4% | +12.9% | +8.1% |
| 30D | +18.8% | +5.9% | +12.9% | +16.8% |
| 3M | +26.7% | -8.9% | +35.7% | +28.6% |
| 6M | +62.2% | +10.7% | +51.5% | +55.3% |
| YTD | +48.5% | +38.3% | +10.2% | +34.0% |
| 1Y | +26.4% | +121.3% | -94.9% | +1.1% |
| 3Y | +159.4% | +450.6% | -291.2% | +63.8% |
| 5Y | +275.8% | +338.0% | -62.2% | +137.2% |
| 10Y | +732.0% | +578.6% | +153.4% | +312.6% |
| All | +485.4% | +531.2% | -45.9% | +169.8% |
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