+79.9%
PL vs HBM
+291.3%
-211.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.5% | -4.1% |
| 7D | -7.5% | +7.4% | -14.9% | -10.4% |
| 30D | -25.6% | +5.1% | -30.6% | -27.5% |
| 3M | -45.6% | +11.1% | -56.7% | -48.6% |
| 6M | -29.5% | +30.2% | -59.8% | -37.3% |
| YTD | -9.7% | +46.2% | -55.9% | -23.8% |
| 1Y | +84.4% | +120.0% | -35.7% | +32.1% |
| 3Y | +550.0% | +527.4% | +22.6% | +229.0% |
| 5Y | +79.0% | +400.4% | -321.4% | -0.1% |
| All | +79.9% | +291.3% | -211.4% | +0.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling