+1,123.8%
ROP vs HBM
+456.2%
+667.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.6% |
| 7D | +0.7% | +2.2% | -1.5% | +0.4% |
| 30D | +28.8% | -11.8% | +40.6% | +30.3% |
| 3M | +21.1% | -19.2% | +40.3% | +23.4% |
| 6M | +52.5% | -22.9% | +75.4% | +54.7% |
| YTD | +8.9% | +7.8% | +1.1% | +3.8% |
| 1Y | +8.2% | +34.9% | -26.7% | -0.2% |
| 3Y | -5.2% | +422.2% | -427.4% | -30.9% |
| 5Y | +1.7% | +192.8% | -191.1% | -22.7% |
| 10Y | +185.4% | +281.1% | -95.8% | +77.0% |
| All | +1,123.8% | +456.2% | +667.7% | +412.6% |
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 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