+77.0%
SO vs HBM
+205.9%
-128.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.1% |
| 7D | -1.5% | -3.6% | +2.2% | -1.4% |
| 30D | +8.1% | -19.2% | +27.2% | +8.5% |
| 3M | +0.2% | -20.5% | +20.7% | +0.6% |
| 6M | +0.4% | -12.8% | +13.2% | +0.3% |
| YTD | +8.5% | +5.4% | +3.1% | +7.3% |
| 1Y | +4.9% | +33.0% | -28.0% | +2.9% |
| 3Y | +47.9% | +357.3% | -309.4% | +33.0% |
| All | +77.0% | +205.9% | -128.9% | +61.0% |
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