+94.9%
PR vs HBM
+424.8%
-329.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | +6.0% | +2.2% | +3.7% | +5.5% |
| 30D | -4.2% | -11.8% | +7.6% | -2.7% |
| 3M | +10.0% | -19.2% | +29.2% | +12.8% |
| 6M | +15.6% | -22.9% | +38.5% | +18.3% |
| YTD | +68.2% | +7.8% | +60.4% | +54.5% |
| 1Y | +79.2% | +34.9% | +44.3% | +53.9% |
| 3Y | +94.9% | +422.2% | -327.3% | +4.0% |
| All | +94.9% | +424.8% | -329.9% | +4.0% |
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