+1,047.5%
PM vs HBM
+613.3%
+434.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.9% |
| 7D | -4.9% | -6.4% | +1.5% | -4.4% |
| 30D | -3.4% | +5.9% | -9.3% | -3.9% |
| 3M | +5.2% | -8.9% | +14.1% | +5.3% |
| 6M | +3.7% | +10.7% | -7.0% | +1.9% |
| YTD | +15.8% | +38.3% | -22.5% | +11.4% |
| 1Y | +17.4% | +121.3% | -104.0% | +8.4% |
| 3Y | +116.9% | +450.6% | -333.7% | +82.1% |
| 5Y | +117.3% | +338.0% | -220.7% | +81.3% |
| 10Y | +193.8% | +578.6% | -384.9% | +115.5% |
| All | +1,047.5% | +613.3% | +434.1% | +771.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling