+125.1%
PM vs HBM
+369.9%
-244.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.5% | +1.0% |
| 7D | -1.3% | +7.4% | -8.6% | -1.6% |
| 30D | -2.6% | +5.1% | -7.6% | -2.8% |
| 3M | +5.8% | +11.1% | -5.3% | +5.2% |
| 6M | +10.6% | +30.2% | -19.7% | +8.5% |
| YTD | +17.2% | +46.2% | -29.1% | +13.9% |
| 1Y | +17.6% | +120.0% | -102.4% | +11.3% |
| 3Y | +124.3% | +527.4% | -403.2% | +91.4% |
| 5Y | +125.1% | +400.4% | -275.3% | +88.3% |
| All | +125.1% | +369.9% | -244.8% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling