-48.0%
SE vs HBM
+31.2%
-79.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -1.5% | +5.1% | -6.5% | -2.6% |
| 30D | -22.3% | -15.8% | -6.5% | -19.6% |
| 3M | -41.8% | -22.4% | -19.4% | -38.9% |
| 6M | -22.4% | -20.2% | -2.2% | -19.7% |
| YTD | -41.6% | +9.0% | -50.6% | -44.6% |
| 1Y | -48.0% | +27.4% | -75.4% | -52.6% |
| All | -48.0% | +31.2% | -79.2% | -52.6% |
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