+87.0%
PR vs HBM
+47.3%
+39.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.6% | -10.2% | -6.4% |
| 7D | -12.1% | -5.8% | -6.3% | -12.3% |
| 30D | +0.9% | -18.5% | +19.4% | +0.1% |
| 3M | +10.1% | -10.3% | +20.4% | +10.0% |
| 6M | +1.1% | +2.1% | -1.0% | +3.2% |
| YTD | +63.7% | +12.0% | +51.6% | +66.0% |
| 1Y | +87.0% | +49.8% | +37.3% | +84.2% |
| All | +87.0% | +47.3% | +39.8% | +84.2% |
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