+1,157.3%
SPY vs HBM
+462.4%
+694.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +3.3% | +5.1% | -1.8% | +2.5% |
| 30D | -2.7% | -15.8% | +13.1% | -0.4% |
| 3M | -1.7% | -22.4% | +20.7% | +1.4% |
| 6M | +3.1% | -20.2% | +23.3% | +5.1% |
| YTD | +11.9% | +9.0% | +2.9% | +7.8% |
| 1Y | +12.0% | +27.4% | -15.4% | +5.3% |
| 3Y | +78.2% | +424.2% | -346.1% | +32.2% |
| 5Y | +73.2% | +196.1% | -122.9% | +34.3% |
| 10Y | +309.6% | +285.4% | +24.2% | +167.7% |
| All | +1,157.3% | +462.4% | +694.9% | +537.1% |
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