+73.2%
PR vs HBM
+348.5%
-275.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | -16.4% | -3.6% | -12.8% | -16.0% |
| 30D | -1.9% | -19.2% | +17.3% | +1.2% |
| 3M | +8.0% | -20.5% | +28.5% | +11.2% |
| 6M | +4.1% | -12.8% | +16.9% | +3.9% |
| YTD | +58.7% | +5.4% | +53.3% | +46.2% |
| 1Y | +75.8% | +33.0% | +42.9% | +50.6% |
| 3Y | +73.2% | +357.3% | -284.2% | -8.9% |
| All | +73.2% | +348.5% | -275.4% | -8.9% |
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