+504.0%
SO vs HBM
+613.3%
-109.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -0.2% | -6.4% | +6.2% | 0.0% |
| 30D | -4.6% | +5.9% | -10.5% | -4.8% |
| 3M | -3.0% | -8.9% | +5.9% | -2.9% |
| 6M | -8.3% | +10.7% | -18.9% | -9.0% |
| YTD | +3.5% | +38.3% | -34.7% | +1.7% |
| 1Y | -0.9% | +121.3% | -122.3% | -4.5% |
| 3Y | +45.4% | +450.6% | -405.2% | +33.9% |
| 5Y | +59.6% | +338.0% | -278.4% | +46.5% |
| 10Y | +156.6% | +578.6% | -422.0% | +119.8% |
| All | +504.0% | +613.3% | -109.3% | +391.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling