-53.7%
SMR vs HBM
+164.5%
-218.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.7% |
| 7D | -8.3% | +2.2% | -10.5% | -9.4% |
| 30D | -20.1% | -11.8% | -8.3% | -13.6% |
| 3M | -52.7% | -19.2% | -33.5% | -45.9% |
| 6M | -61.0% | -22.9% | -38.1% | -54.5% |
| YTD | -67.1% | +7.8% | -74.9% | -68.8% |
| 1Y | -79.9% | +34.9% | -114.8% | -83.2% |
| 3Y | +101.7% | +422.2% | -320.5% | -6.5% |
| All | -53.7% | +164.5% | -218.2% | -76.5% |
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 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