+1,267.4%
RF vs HBM
+443.9%
+823.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | -0.9% | -3.6% | +2.7% | -0.1% |
| 30D | +6.0% | -19.2% | +25.2% | +11.3% |
| 3M | -8.9% | -20.5% | +11.6% | -4.6% |
| 6M | +2.3% | -12.8% | +15.2% | +2.4% |
| YTD | +7.6% | +5.4% | +2.1% | +0.1% |
| 1Y | +21.2% | +33.0% | -11.8% | +5.8% |
| 3Y | +108.5% | +357.3% | -248.8% | +22.8% |
| 5Y | +43.2% | +210.4% | -167.2% | -12.6% |
| 10Y | +288.1% | +387.1% | -99.1% | +66.6% |
| All | +1,267.4% | +443.9% | +823.5% | +187.4% |
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