-41.2%
TECH vs HBM
+205.9%
-247.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | +0.2% | -3.6% | +3.8% | +0.8% |
| 30D | +0.3% | -19.2% | +19.5% | +3.9% |
| 3M | +1.3% | -20.5% | +21.8% | +4.8% |
| 6M | +54.0% | -12.8% | +66.8% | +54.0% |
| YTD | +24.3% | +5.4% | +18.9% | +17.5% |
| 1Y | +25.8% | +33.0% | -7.2% | +12.8% |
| 3Y | +26.0% | +357.3% | -331.4% | -17.4% |
| All | -41.2% | +205.9% | -247.1% | -58.7% |
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