-67.0%
SE vs HBM
+369.9%
-436.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.8% | -4.6% | -0.7% |
| 7D | +0.6% | +7.4% | -6.8% | -1.6% |
| 30D | -0.1% | +5.1% | -5.1% | -1.8% |
| 3M | +34.1% | +11.1% | +23.0% | +27.7% |
| 6M | +23.2% | +30.2% | -7.0% | +10.1% |
| YTD | -11.2% | +46.2% | -57.4% | -24.7% |
| 1Y | -40.5% | +120.0% | -160.6% | -56.7% |
| 3Y | +196.3% | +527.4% | -331.1% | +39.3% |
| 5Y | -67.0% | +400.4% | -467.4% | -81.4% |
| All | -67.0% | +369.9% | -436.9% | -81.4% |
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