-5.2%
ROP vs HBM
+424.8%
-429.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.4% |
| 7D | +0.7% | +2.2% | -1.5% | +0.8% |
| 30D | +28.8% | -11.8% | +40.6% | +28.5% |
| 3M | +21.1% | -19.2% | +40.3% | +20.8% |
| 6M | +52.5% | -22.9% | +75.4% | +52.9% |
| YTD | +8.9% | +7.8% | +1.1% | +6.9% |
| 1Y | +8.2% | +34.9% | -26.7% | +4.6% |
| 3Y | -5.2% | +422.2% | -427.4% | -18.5% |
| All | -5.2% | +424.8% | -429.9% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling