+246.4%
PR vs HBM
+215.2%
+31.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +2.0% |
| 7D | -9.5% | +2.4% | -11.9% | -10.4% |
| 30D | -5.7% | -16.0% | +10.3% | -1.5% |
| 3M | +3.0% | -21.3% | +24.3% | +8.7% |
| 6M | +11.8% | -12.2% | +24.0% | +11.1% |
| YTD | +58.5% | +10.7% | +47.8% | +38.6% |
| 1Y | +69.9% | +30.3% | +39.6% | +38.8% |
| 3Y | +84.9% | +432.2% | -347.3% | -24.9% |
| 5Y | +246.4% | +218.8% | +27.6% | +58.9% |
| All | +246.4% | +215.2% | +31.3% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling