+1,112.1%
PSX vs HBM
+174.7%
+937.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +4.5% | -6.4% | +10.9% | +5.8% |
| 30D | +26.6% | +5.9% | +20.7% | +24.7% |
| 3M | +39.3% | -8.9% | +48.2% | +39.7% |
| 6M | +56.8% | +10.7% | +46.1% | +48.7% |
| YTD | +101.8% | +38.3% | +63.6% | +81.0% |
| 1Y | +99.6% | +121.3% | -21.7% | +60.5% |
| 3Y | +140.3% | +450.6% | -310.2% | +52.5% |
| 5Y | +339.3% | +338.0% | +1.3% | +178.4% |
| 10Y | +369.9% | +578.6% | -208.8% | +134.0% |
| All | +1,112.1% | +174.7% | +937.4% | +463.8% |
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