+7.3%
PL vs HBM
+36.9%
-29.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +9.0% | +5.5% | +9.4% |
| 7D | +10.9% | +5.0% | +5.9% | +8.2% |
| 30D | -16.4% | -12.7% | -3.6% | -9.8% |
| 3M | -39.9% | -17.4% | -22.5% | -34.1% |
| 6M | -63.2% | -8.9% | -54.3% | -60.7% |
| YTD | -27.1% | +14.9% | -42.0% | -32.7% |
| All | +7.3% | +36.9% | -29.6% | -11.7% |
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