-0.4%
PL vs HBM
+47.3%
-47.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.6% | -10.0% | -8.3% |
| 7D | -11.7% | -5.8% | -5.9% | -9.0% |
| 30D | -27.1% | -18.5% | -8.6% | -18.9% |
| 3M | -44.6% | -10.3% | -34.3% | -42.1% |
| 6M | -67.2% | +2.1% | -69.3% | -66.6% |
| YTD | -35.9% | +12.0% | -47.9% | -40.4% |
| 1Y | -0.4% | +49.8% | -50.1% | -25.6% |
| All | -0.4% | +47.3% | -47.7% | -25.6% |
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 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