+156.2%
PSX vs HBM
+424.8%
-268.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +7.8% | +2.2% | +5.6% | +7.6% |
| 30D | -10.9% | -11.8% | +0.9% | -10.0% |
| 3M | +14.5% | -19.2% | +33.7% | +16.2% |
| 6M | +56.1% | -22.9% | +79.0% | +58.2% |
| YTD | +109.6% | +7.8% | +101.8% | +97.4% |
| 1Y | +95.5% | +34.9% | +60.6% | +76.1% |
| 3Y | +156.2% | +422.2% | -266.0% | +74.3% |
| All | +156.2% | +424.8% | -268.6% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling