+366.3%
PG vs HBM
+593.2%
-227.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.8% | +0.6% |
| 7D | -2.7% | -3.7% | +1.0% | -2.5% |
| 30D | -1.5% | -3.7% | +2.1% | -1.4% |
| 3M | -3.4% | +8.0% | -11.4% | -4.0% |
| 6M | -7.0% | +15.8% | -22.8% | -8.3% |
| YTD | +2.0% | +34.4% | -32.4% | -0.5% |
| 1Y | -6.5% | +98.2% | -104.6% | -10.8% |
| 3Y | +1.2% | +476.6% | -475.4% | -10.6% |
| 5Y | +12.8% | +331.1% | -318.3% | -0.4% |
| 10Y | +117.7% | +591.6% | -473.9% | +73.5% |
| All | +366.3% | +593.2% | -227.0% | +235.4% |
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