+778.2%
TGT vs HBM
+654.4%
+123.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.8% | -1.6% |
| 7D | -0.6% | +7.4% | -8.0% | -1.4% |
| 30D | +9.5% | +5.1% | +4.5% | +8.8% |
| 3M | +32.3% | +11.1% | +21.1% | +30.0% |
| 6M | +37.0% | +30.2% | +6.8% | +31.6% |
| YTD | +71.0% | +46.2% | +24.8% | +61.4% |
| 1Y | +85.0% | +120.0% | -35.0% | +66.5% |
| 3Y | +46.8% | +527.4% | -480.6% | +16.1% |
| 5Y | -22.7% | +400.4% | -423.1% | -39.0% |
| 10Y | +216.3% | +621.5% | -405.3% | +123.7% |
| All | +778.2% | +654.4% | +123.8% | +452.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling