+6.0%
ROP vs HBM
+31.2%
-25.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.2% |
| 7D | -2.7% | +5.1% | -7.7% | -1.9% |
| 30D | +29.7% | -15.8% | +45.5% | +27.3% |
| 3M | +21.2% | -22.4% | +43.6% | +18.2% |
| 6M | +48.3% | -20.2% | +68.5% | +47.9% |
| YTD | +8.4% | +9.0% | -0.6% | +8.6% |
| 1Y | +6.0% | +27.4% | -21.4% | +4.4% |
| All | +6.0% | +31.2% | -25.2% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling