+19.3%
TPR vs HBM
+47.3%
-28.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +3.0% |
| 7D | +12.6% | -5.8% | +18.5% | +13.6% |
| 30D | +7.1% | -18.5% | +25.6% | +10.2% |
| 3M | -19.4% | -10.3% | -9.1% | -18.6% |
| 6M | -9.7% | +2.1% | -11.8% | -12.5% |
| YTD | -1.0% | +12.0% | -13.0% | -10.5% |
| 1Y | +19.3% | +49.8% | -30.5% | -4.9% |
| All | +19.3% | +47.3% | -28.0% | -4.9% |
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 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