+43.2%
TER vs HBM
+47.3%
-4.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.6% | -10.5% | -9.3% |
| 7D | -19.9% | -5.8% | -14.0% | -16.5% |
| 30D | -43.5% | -18.5% | -25.0% | -34.9% |
| 3M | -37.8% | -10.3% | -27.5% | -33.6% |
| 6M | -25.6% | +2.1% | -27.7% | -27.5% |
| YTD | +29.8% | +12.0% | +17.8% | +14.7% |
| 1Y | +43.2% | +49.8% | -6.6% | +0.5% |
| All | +43.2% | +47.3% | -4.1% | +0.5% |
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