+187.9%
PBR vs HBM
+654.4%
-466.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.8% | -2.2% | +1.5% |
| 7D | +2.5% | +7.4% | -4.9% | -0.1% |
| 30D | +19.4% | +5.1% | +14.3% | +16.7% |
| 3M | +20.8% | +11.1% | +9.7% | +13.6% |
| 6M | +23.5% | +30.2% | -6.7% | +5.7% |
| YTD | +83.4% | +46.2% | +37.2% | +47.9% |
| 1Y | +77.6% | +120.0% | -42.5% | +20.8% |
| 3Y | +99.9% | +527.4% | -427.6% | -17.0% |
| 5Y | +567.7% | +400.4% | +167.3% | +172.7% |
| 10Y | +621.5% | +621.5% | 0.0% | +88.1% |
| All | +187.9% | +654.4% | -466.4% | -40.6% |
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 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