+101.7%
SMR vs HBM
+424.8%
-323.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.4% |
| 7D | -8.3% | +2.2% | -10.5% | -9.8% |
| 30D | -20.1% | -11.8% | -8.3% | -11.6% |
| 3M | -52.7% | -19.2% | -33.5% | -43.8% |
| 6M | -61.0% | -22.9% | -38.1% | -52.8% |
| YTD | -67.1% | +7.8% | -74.9% | -70.9% |
| 1Y | -79.9% | +34.9% | -114.8% | -85.4% |
| 3Y | +101.7% | +422.2% | -320.5% | -63.2% |
| All | +101.7% | +424.8% | -323.0% | -63.2% |
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