+1,283.3%
RF vs HBM
+470.7%
+812.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | -1.3% | -0.1% | -1.2% |
| 30D | +4.6% | -14.8% | +19.5% | +8.4% |
| 3M | -8.4% | -20.7% | +12.2% | -4.1% |
| 6M | +8.9% | -13.9% | +22.8% | +9.3% |
| YTD | +8.8% | +10.6% | -1.8% | 0.0% |
| 1Y | +18.9% | +32.4% | -13.5% | +4.0% |
| 3Y | +116.0% | +432.0% | -316.0% | +22.2% |
| 5Y | +46.0% | +205.5% | -159.4% | -10.4% |
| 10Y | +231.7% | +291.1% | -59.4% | +52.1% |
| All | +1,283.3% | +470.7% | +812.6% | +187.0% |
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