+147.8%
PR vs HBM
+548.3%
-400.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.4% | +2.5% | -2.5% |
| 7D | -16.5% | -11.9% | -4.6% | -13.4% |
| 30D | -4.5% | -23.6% | +19.1% | +3.3% |
| 3M | +8.5% | -20.5% | +29.1% | +15.0% |
| 6M | -3.3% | -7.9% | +4.5% | -5.6% |
| YTD | +55.7% | +3.8% | +51.9% | +40.2% |
| 1Y | +82.0% | +31.7% | +50.3% | +50.0% |
| 3Y | +62.5% | +342.4% | -279.9% | -19.6% |
| 5Y | +223.9% | +205.5% | +18.4% | +73.3% |
| 10Y | +64.2% | +379.4% | -315.2% | -19.7% |
| All | +147.8% | +548.3% | -400.5% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling