-85.6%
SMR vs HBM
+47.3%
-132.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.1% | -7.0% |
| 7D | -9.5% | -5.8% | -3.7% | -5.9% |
| 30D | -33.2% | -18.5% | -14.7% | -23.2% |
| 3M | -45.9% | -10.3% | -35.7% | -42.1% |
| 6M | -57.9% | +2.1% | -60.0% | -59.0% |
| YTD | -63.8% | +12.0% | -75.8% | -68.5% |
| 1Y | -85.6% | +49.8% | -135.4% | -90.8% |
| All | -85.6% | +47.3% | -132.9% | -90.8% |
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