+169.5%
PR vs HBM
+763.9%
-594.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +2.9% | -6.4% | +9.3% | +4.9% |
| 30D | +18.0% | +5.9% | +12.1% | +15.5% |
| 3M | +16.9% | -8.9% | +25.8% | +17.7% |
| 6M | +28.2% | +10.7% | +17.5% | +17.2% |
| YTD | +69.3% | +38.3% | +31.1% | +40.8% |
| 1Y | +69.5% | +121.3% | -51.8% | +17.2% |
| 3Y | +81.7% | +450.6% | -368.9% | -15.3% |
| 5Y | +422.2% | +338.0% | +84.3% | +151.2% |
| 10Y | +110.4% | +578.6% | -468.2% | -5.0% |
| All | +169.5% | +763.9% | -594.4% | +21.3% |
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 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