-39.0%
U vs HBM
+485.4%
-524.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -3.8% | -6.4% | +2.5% | -1.6% |
| 30D | +17.5% | +5.9% | +11.5% | +14.7% |
| 3M | +38.7% | -8.9% | +47.6% | +40.6% |
| 6M | +104.4% | +10.7% | +93.7% | +90.7% |
| YTD | -5.7% | +38.3% | -43.9% | -19.5% |
| 1Y | +3.7% | +121.3% | -117.7% | -25.8% |
| 3Y | +12.3% | +450.6% | -438.3% | -44.2% |
| 5Y | -68.8% | +338.0% | -406.8% | -83.8% |
| All | -39.0% | +485.4% | -524.4% | -72.2% |
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