-25.6%
TGT vs HBM
+336.0%
-361.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.5% | +6.4% | -0.1% |
| 7D | -5.0% | -3.7% | -1.3% | -4.6% |
| 30D | +3.0% | -3.7% | +6.7% | +3.4% |
| 3M | +22.6% | +8.0% | +14.6% | +20.2% |
| 6M | +31.2% | +15.8% | +15.4% | +25.7% |
| YTD | +63.7% | +34.4% | +29.3% | +51.4% |
| 1Y | +78.5% | +98.2% | -19.7% | +53.3% |
| 3Y | +40.5% | +476.6% | -436.0% | -4.0% |
| 5Y | -25.6% | +331.1% | -356.7% | -48.4% |
| All | -25.6% | +336.0% | -361.6% | -48.4% |
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