-53.2%
S vs HBM
+331.1%
-384.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -7.7% | -6.4% | -1.4% | -6.3% |
| 30D | -5.3% | +5.9% | -11.2% | -6.9% |
| 3M | +20.3% | -8.9% | +29.2% | +21.2% |
| 6M | +47.4% | +10.7% | +36.7% | +39.5% |
| YTD | +32.5% | +38.3% | -5.7% | +16.4% |
| 1Y | +9.5% | +121.3% | -111.8% | -16.5% |
| 3Y | +15.5% | +450.6% | -435.1% | -34.9% |
| 5Y | -71.2% | +338.0% | -409.2% | -81.5% |
| All | -53.2% | +331.1% | -384.3% | -70.6% |
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