+77.3%
SPY vs HBM
+510.3%
-433.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -1.4% |
| 7D | +0.5% | +7.4% | -6.8% | -0.5% |
| 30D | -0.9% | +5.1% | -6.0% | -1.8% |
| 3M | +3.9% | +11.1% | -7.2% | +1.7% |
| 6M | +14.5% | +30.2% | -15.7% | +8.7% |
| YTD | +12.9% | +46.2% | -33.3% | +4.3% |
| 1Y | +19.4% | +120.0% | -100.7% | +2.8% |
| All | +77.3% | +510.3% | -433.0% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling