+72.4%
TER vs HBM
+217.3%
-144.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +9.0% | +3.7% | +9.0% |
| 7D | -5.8% | +5.0% | -10.8% | -7.3% |
| 30D | -38.9% | -12.7% | -26.2% | -35.0% |
| 3M | -35.1% | -17.4% | -17.7% | -29.5% |
| 6M | -31.6% | -8.9% | -22.7% | -28.4% |
| YTD | +27.2% | +14.9% | +12.3% | +22.9% |
| 1Y | +35.2% | +41.4% | -6.2% | +22.1% |
| 3Y | +192.8% | +462.1% | -269.3% | +64.0% |
| 5Y | +72.4% | +224.0% | -151.6% | +8.5% |
| All | +72.4% | +217.3% | -144.9% | +8.5% |
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 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