+234.9%
TPR vs HBM
+194.0%
+40.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -0.3% | +2.2% | -2.5% | -0.9% |
| 30D | +15.1% | -11.8% | +26.9% | +18.0% |
| 3M | +3.5% | -19.2% | +22.7% | +7.5% |
| 6M | +0.4% | -22.9% | +23.3% | +4.0% |
| YTD | +4.6% | +7.8% | -3.2% | -3.1% |
| 1Y | +33.1% | +34.9% | -1.8% | +15.8% |
| 3Y | +396.0% | +422.2% | -26.2% | +180.1% |
| All | +234.9% | +194.0% | +40.9% | +116.8% |
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