-71.5%
S vs HBM
+369.9%
-441.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.8% | -8.0% | -3.6% |
| 7D | -5.8% | +7.4% | -13.2% | -7.4% |
| 30D | -9.2% | +5.1% | -14.3% | -10.6% |
| 3M | +23.4% | +11.1% | +12.2% | +18.8% |
| 6M | +36.9% | +30.2% | +6.7% | +24.2% |
| YTD | +29.5% | +46.2% | -16.7% | +11.5% |
| 1Y | +5.4% | +120.0% | -114.6% | -20.3% |
| 3Y | +14.7% | +527.4% | -512.7% | -39.6% |
| 5Y | -71.5% | +400.4% | -471.9% | -81.6% |
| All | -71.5% | +369.9% | -441.4% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling