+338.3%
SU vs HBM
+327.6%
+10.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +2.2% | -3.3% | +5.5% | +2.9% |
| 30D | +8.4% | -4.8% | +13.3% | +9.1% |
| 3M | +12.1% | -0.4% | +12.5% | +10.6% |
| 6M | +19.7% | +17.9% | +1.8% | +10.7% |
| YTD | +58.4% | +33.7% | +24.7% | +39.5% |
| 1Y | +67.2% | +95.6% | -28.4% | +30.4% |
| 3Y | +125.0% | +458.1% | -333.1% | +16.8% |
| All | +338.3% | +327.6% | +10.7% | +127.0% |
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