+16.8%
PM vs HBM
+117.5%
-100.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.5% |
| 7D | -1.2% | +5.5% | -6.7% | -0.9% |
| 30D | -0.2% | +3.3% | -3.4% | 0.0% |
| 3M | +4.9% | +12.7% | -7.7% | +6.2% |
| 6M | +9.0% | +28.2% | -19.2% | +9.6% |
| YTD | +17.8% | +45.3% | -27.5% | +20.2% |
| 1Y | +16.8% | +121.7% | -104.9% | +24.8% |
| All | +16.8% | +117.5% | -100.7% | +24.8% |
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