+935.8%
ROP vs HBM
+613.3%
+322.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.6% | -3.4% |
| 7D | -4.4% | -6.4% | +1.9% | -3.7% |
| 30D | +3.2% | +5.9% | -2.7% | +2.3% |
| 3M | +23.1% | -8.9% | +32.0% | +23.3% |
| 6M | +13.3% | +10.7% | +2.6% | +9.6% |
| YTD | -7.9% | +38.3% | -46.1% | -14.3% |
| 1Y | -22.1% | +121.3% | -143.4% | -32.6% |
| 3Y | -16.8% | +450.6% | -467.4% | -39.3% |
| 5Y | -13.5% | +338.0% | -351.5% | -37.6% |
| 10Y | +137.7% | +578.6% | -440.9% | +35.1% |
| All | +935.8% | +613.3% | +322.5% | +323.1% |
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