-48.0%
SE vs HBM
+31.3%
-79.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.6% | -3.6% |
| 7D | -7.7% | -1.3% | -6.5% | -7.5% |
| 30D | -22.8% | -14.8% | -8.0% | -20.3% |
| 3M | -43.7% | -20.7% | -23.1% | -41.1% |
| 6M | -12.8% | -13.9% | +1.1% | -11.4% |
| YTD | -42.0% | +10.6% | -52.6% | -45.2% |
| 1Y | -48.0% | +32.4% | -80.4% | -53.0% |
| All | -48.0% | +31.3% | -79.3% | -53.0% |
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