+4,437.5%
SITM vs HBM
+754.3%
+3,683.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +3.7% | +5.5% | -1.8% | +1.2% |
| 30D | -14.5% | +3.3% | -17.8% | -16.0% |
| 3M | -10.6% | +12.7% | -23.2% | -15.6% |
| 6M | +65.5% | +28.2% | +37.3% | +46.2% |
| YTD | +67.0% | +45.3% | +21.7% | +35.3% |
| 1Y | +138.6% | +121.7% | +16.9% | +59.4% |
| 3Y | +421.8% | +523.5% | -101.7% | +124.5% |
| 5Y | +172.4% | +393.9% | -221.5% | +21.4% |
| All | +4,437.5% | +754.3% | +3,683.1% | +1,273.5% |
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