+234.1%
TER vs HBM
+117.5%
+116.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.5% |
| 7D | +12.4% | +5.5% | +6.8% | +8.6% |
| 30D | +5.1% | +3.3% | +1.8% | +2.4% |
| 3M | +4.0% | +12.7% | -8.7% | -4.8% |
| 6M | +29.5% | +28.2% | +1.3% | +9.0% |
| YTD | +98.5% | +45.3% | +53.2% | +57.3% |
| 1Y | +234.1% | +121.7% | +112.4% | +135.8% |
| All | +234.1% | +117.5% | +116.6% | +135.8% |
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 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