+455.3%
PL vs HBM
+348.5%
+106.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.6% | +8.8% | +9.5% |
| 7D | -6.8% | -3.6% | -3.2% | -4.8% |
| 30D | -29.3% | -19.2% | -10.1% | -20.1% |
| 3M | -44.8% | -20.5% | -24.3% | -37.7% |
| 6M | -68.4% | -12.8% | -55.6% | -66.0% |
| YTD | -36.4% | +5.4% | -41.8% | -40.8% |
| 1Y | +0.7% | +33.0% | -32.2% | -18.5% |
| 3Y | +455.3% | +357.3% | +98.0% | +116.5% |
| All | +455.3% | +348.5% | +106.8% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling