+78.8%
SE vs HBM
+424.7%
-345.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.0% | -6.0% | +0.6% |
| 7D | +3.3% | +5.0% | -1.7% | +1.9% |
| 30D | -18.2% | -12.7% | -5.4% | -15.4% |
| 3M | -31.3% | -17.4% | -13.8% | -28.2% |
| 6M | -10.1% | -8.9% | -1.2% | -9.9% |
| YTD | -38.9% | +14.9% | -53.8% | -43.6% |
| 1Y | -48.0% | +41.4% | -89.4% | -54.9% |
| 3Y | +78.8% | +462.1% | -383.3% | +17.0% |
| All | +78.8% | +424.7% | -345.9% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling