+135.3%
PSX vs HBM
+506.5%
-371.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.7% |
| 7D | +1.8% | +5.5% | -3.7% | +1.3% |
| 30D | +21.6% | +3.3% | +18.4% | +21.0% |
| 3M | +46.5% | +12.7% | +33.8% | +43.7% |
| 6M | +62.0% | +28.2% | +33.8% | +54.0% |
| YTD | +106.3% | +45.3% | +61.0% | +89.4% |
| 1Y | +103.0% | +121.7% | -18.7% | +69.7% |
| All | +135.3% | +506.5% | -371.2% | +53.5% |
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