+7.5%
SMR vs HBM
+256.5%
-249.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.9% |
| 7D | +13.1% | +5.5% | +7.6% | +9.9% |
| 30D | +17.8% | +3.3% | +14.5% | +15.7% |
| 3M | +8.1% | +12.7% | -4.6% | +0.1% |
| 6M | -11.1% | +28.2% | -39.3% | -23.5% |
| YTD | -23.7% | +45.3% | -69.0% | -39.4% |
| 1Y | -69.4% | +121.7% | -191.1% | -80.7% |
| 3Y | +82.6% | +523.5% | -440.9% | -26.1% |
| All | +7.5% | +256.5% | -249.1% | -54.4% |
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