-35.9%
RBLX vs HBM
+319.1%
-355.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.5% |
| 7D | +8.0% | +5.5% | +2.5% | +6.7% |
| 30D | +20.2% | +3.3% | +16.9% | +18.9% |
| 3M | +3.5% | +12.7% | -9.1% | -0.5% |
| 6M | -28.9% | +28.2% | -57.1% | -35.0% |
| YTD | -45.1% | +45.3% | -90.4% | -51.4% |
| 1Y | -66.2% | +121.7% | -187.9% | -73.2% |
| 3Y | +53.5% | +523.5% | -470.1% | -12.6% |
| 5Y | -48.4% | +393.9% | -442.3% | -69.2% |
| All | -35.9% | +319.1% | -355.1% | -60.3% |
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 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