-17.9%
ROP vs HBM
+522.1%
-539.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.8% | -8.6% | -2.8% |
| 7D | -5.4% | +7.4% | -12.8% | -5.4% |
| 30D | -1.6% | +5.1% | -6.7% | -1.6% |
| 3M | +18.8% | +11.1% | +7.7% | +19.2% |
| 6M | +8.2% | +30.2% | -22.0% | +7.9% |
| YTD | -10.5% | +46.2% | -56.7% | -11.9% |
| 1Y | -23.7% | +120.0% | -143.8% | -27.3% |
| 3Y | -17.9% | +527.4% | -545.3% | -29.6% |
| All | -17.9% | +522.1% | -539.9% | -29.6% |
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