+180.5%
PL vs HBM
+123.0%
+57.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -0.7% |
| 7D | -9.3% | -6.4% | -3.0% | -6.1% |
| 30D | -18.9% | +5.9% | -24.8% | -22.0% |
| 3M | -58.4% | -8.9% | -49.5% | -56.2% |
| 6M | -30.3% | +10.7% | -41.0% | -32.9% |
| YTD | -8.1% | +38.3% | -46.4% | -24.8% |
| 1Y | +180.5% | +121.3% | +59.2% | +73.2% |
| All | +180.5% | +123.0% | +57.5% | +73.2% |
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