+58.7%
SO vs HBM
+369.7%
-311.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.9% |
| 7D | +1.0% | +7.3% | -6.3% | +0.9% |
| 30D | -3.2% | +5.0% | -8.2% | -3.3% |
| 3M | -1.7% | +11.1% | -12.8% | -2.0% |
| 6M | -7.2% | +30.2% | -37.4% | -8.2% |
| YTD | +4.6% | +46.2% | -41.6% | +2.8% |
| 1Y | +1.2% | +120.0% | -118.8% | -2.1% |
| 3Y | +45.3% | +527.3% | -482.0% | +30.5% |
| 5Y | +58.7% | +400.3% | -341.5% | +42.5% |
| All | +58.7% | +369.7% | -311.0% | +42.5% |
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