+29.7%
Q vs HBM
+83.3%
-53.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.4% | 0.0% |
| 7D | +6.7% | +7.4% | -0.6% | +3.7% |
| 30D | -10.6% | +5.1% | -15.7% | -12.8% |
| 3M | -14.6% | +11.1% | -25.7% | -19.3% |
| 6M | +12.1% | +30.2% | -18.2% | -2.2% |
| YTD | +51.3% | +46.2% | +5.0% | +32.9% |
| All | +29.7% | +83.3% | -53.7% | +7.8% |
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 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