+1.3%
U vs HBM
+97.2%
-95.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.6% |
| 7D | +5.5% | -3.3% | +8.8% | +6.5% |
| 30D | -1.3% | -4.8% | +3.5% | -0.3% |
| 3M | +64.6% | -0.4% | +65.0% | +62.4% |
| 6M | +119.4% | +17.9% | +101.5% | +98.7% |
| YTD | -0.5% | +33.7% | -34.2% | -15.3% |
| 1Y | +1.3% | +95.6% | -94.3% | -27.5% |
| All | +1.3% | +97.2% | -95.9% | -27.5% |
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