+330.3%
T vs HBM
+470.7%
-140.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.0% | -1.3% | +3.2% | +2.0% |
| 30D | -1.0% | -14.8% | +13.8% | -0.1% |
| 3M | -8.1% | -20.7% | +12.6% | -7.0% |
| 6M | -8.3% | -13.9% | +5.6% | -8.2% |
| YTD | -6.1% | +10.6% | -16.7% | -8.4% |
| 1Y | -7.4% | +32.4% | -39.7% | -11.0% |
| 3Y | +65.4% | +432.0% | -366.6% | +38.8% |
| 5Y | +57.6% | +205.5% | -147.8% | +35.1% |
| 10Y | +61.4% | +291.1% | -229.7% | +23.6% |
| All | +330.3% | +470.7% | -140.4% | +175.8% |
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