+240.4%
TPR vs HBM
+349.4%
-109.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -2.3% | -6.4% | +4.0% | -0.7% |
| 30D | -23.0% | +5.9% | -28.9% | -24.2% |
| 3M | -12.5% | -8.9% | -3.6% | -11.6% |
| 6M | -21.4% | +10.7% | -32.1% | -25.3% |
| YTD | -3.5% | +38.3% | -41.8% | -14.9% |
| 1Y | +17.4% | +121.3% | -104.0% | -9.8% |
| 3Y | +291.3% | +450.6% | -159.3% | +121.6% |
| All | +240.4% | +349.4% | -109.0% | +97.7% |
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