+35.6%
S vs HBM
+31.3%
+4.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.2% |
| 7D | +1.4% | +2.4% | -1.0% | +1.3% |
| 30D | -10.8% | -16.0% | +5.2% | -10.8% |
| 3M | +5.4% | -21.3% | +26.7% | +5.5% |
| 6M | +41.2% | -12.2% | +53.5% | +41.9% |
| YTD | +56.2% | +10.7% | +45.5% | +51.5% |
| All | +35.6% | +31.3% | +4.3% | +25.6% |
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 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