+26.8%
PH vs HBM
+117.5%
-90.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | 0.0% | +5.5% | -5.5% | -0.6% |
| 30D | -10.3% | +3.3% | -13.6% | -10.7% |
| 3M | +5.1% | +12.7% | -7.6% | +3.0% |
| 6M | +2.3% | +28.2% | -25.9% | -3.1% |
| YTD | +8.7% | +45.3% | -36.6% | +1.9% |
| 1Y | +26.8% | +121.7% | -94.9% | +15.7% |
| All | +26.8% | +117.5% | -90.8% | +15.7% |
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 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