+72.9%
PBR vs HBM
+47.3%
+25.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.6% | -10.6% | -6.9% |
| 7D | -11.0% | -5.8% | -5.1% | -11.1% |
| 30D | -18.8% | -18.5% | -0.3% | -19.0% |
| 3M | +7.8% | -10.3% | +18.1% | +7.6% |
| 6M | -7.6% | +2.1% | -9.7% | -7.3% |
| YTD | +72.7% | +12.0% | +60.6% | +71.8% |
| 1Y | +72.9% | +49.8% | +23.2% | +67.1% |
| All | +72.9% | +47.3% | +25.7% | +67.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling