+415.3%
PR vs HBM
+349.4%
+65.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +2.9% | -6.4% | +9.3% | +4.8% |
| 30D | +18.0% | +5.9% | +12.1% | +15.6% |
| 3M | +16.9% | -8.9% | +25.8% | +18.0% |
| 6M | +28.2% | +10.7% | +17.5% | +17.7% |
| YTD | +69.3% | +38.3% | +31.1% | +40.0% |
| 1Y | +69.5% | +121.3% | -51.8% | +13.9% |
| 3Y | +81.7% | +450.6% | -368.9% | -24.9% |
| All | +415.3% | +349.4% | +65.9% | +116.3% |
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