+368.5%
PSX vs HBM
+392.2%
-23.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.7% |
| 7D | +1.8% | +5.5% | -3.7% | +0.9% |
| 30D | +21.6% | +3.3% | +18.4% | +20.6% |
| 3M | +46.5% | +12.7% | +33.8% | +41.8% |
| 6M | +62.0% | +28.2% | +33.8% | +50.0% |
| YTD | +106.3% | +45.3% | +61.0% | +83.5% |
| 1Y | +103.0% | +121.7% | -18.7% | +61.9% |
| 3Y | +135.5% | +523.5% | -388.0% | +37.9% |
| 5Y | +368.5% | +393.9% | -25.4% | +176.2% |
| All | +368.5% | +392.2% | -23.7% | +176.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling