+101.6%
PSX vs HBM
+97.2%
+4.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +1.7% | -3.3% | +5.0% | +1.6% |
| 30D | +15.6% | -4.8% | +20.5% | +15.4% |
| 3M | +46.5% | -0.4% | +46.9% | +46.7% |
| 6M | +55.0% | +17.9% | +37.1% | +56.6% |
| YTD | +105.3% | +33.7% | +71.6% | +102.8% |
| 1Y | +101.6% | +95.6% | +6.0% | +101.3% |
| All | +101.6% | +97.2% | +4.4% | +101.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling