+79.3%
PR vs HBM
+455.0%
-375.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +2.9% | -6.4% | +9.3% | +4.0% |
| 30D | +18.0% | +5.9% | +12.1% | +16.7% |
| 3M | +16.9% | -8.9% | +25.8% | +17.9% |
| 6M | +28.2% | +10.7% | +17.5% | +22.6% |
| YTD | +69.3% | +38.3% | +31.1% | +49.7% |
| 1Y | +69.5% | +121.3% | -51.8% | +27.6% |
| All | +79.3% | +455.0% | -375.7% | -10.4% |
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