-8.4%
T vs HBM
+103.9%
-112.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.5% | +9.1% | +1.3% |
| 7D | -2.4% | -3.7% | +1.3% | -2.6% |
| 30D | +4.3% | -3.7% | +7.9% | +4.2% |
| 3M | +11.6% | +8.0% | +3.5% | +12.1% |
| 6M | -5.6% | +15.8% | -21.4% | -4.2% |
| YTD | +6.6% | +34.4% | -27.8% | +7.8% |
| 1Y | -8.4% | +98.2% | -106.5% | -7.6% |
| All | -8.4% | +103.9% | -112.3% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling