+572.2%
PBR vs HBM
+336.0%
+236.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.5% | +9.7% | +3.6% |
| 7D | +4.2% | -3.7% | +8.0% | +4.9% |
| 30D | +22.7% | -3.7% | +26.4% | +23.1% |
| 3M | +21.5% | +8.0% | +13.5% | +18.2% |
| 6M | +24.0% | +15.8% | +8.2% | +16.4% |
| YTD | +88.2% | +34.4% | +53.9% | +68.8% |
| 1Y | +74.8% | +98.2% | -23.3% | +40.9% |
| 3Y | +105.1% | +476.6% | -371.4% | +15.2% |
| 5Y | +572.2% | +331.1% | +241.1% | +287.7% |
| All | +572.2% | +336.0% | +236.3% | +287.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling