+69.6%
PBR vs HBM
+123.0%
-53.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.9% |
| 7D | +8.6% | -6.4% | +14.9% | +8.5% |
| 30D | +12.8% | +5.9% | +6.9% | +12.8% |
| 3M | +14.7% | -8.9% | +23.6% | +14.6% |
| 6M | +25.2% | +10.7% | +14.5% | +26.2% |
| YTD | +77.1% | +38.3% | +38.9% | +76.8% |
| 1Y | +69.6% | +121.3% | -51.8% | +70.8% |
| All | +69.6% | +123.0% | -53.4% | +70.8% |
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 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