+478.6%
SU vs HBM
+649.7%
-171.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +1.6% | +5.5% | -3.9% | 0.0% |
| 30D | +10.7% | +3.3% | +7.4% | +9.2% |
| 3M | +13.5% | +12.7% | +0.9% | +7.5% |
| 6M | +21.8% | +28.2% | -6.4% | +8.2% |
| YTD | +58.8% | +45.3% | +13.5% | +34.1% |
| 1Y | +72.0% | +121.7% | -49.7% | +26.4% |
| 3Y | +121.7% | +523.5% | -401.8% | +11.4% |
| 5Y | +350.4% | +393.9% | -43.5% | +128.5% |
| 10Y | +264.7% | +647.9% | -383.2% | +28.5% |
| All | +478.6% | +649.7% | -171.1% | +38.8% |
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