+34.4%
UL vs HBM
+430.7%
-396.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.4% |
| 7D | -2.5% | +5.1% | -7.5% | -2.5% |
| 30D | +5.7% | -15.8% | +21.5% | +5.8% |
| 3M | +7.0% | -22.4% | +29.4% | +7.2% |
| 6M | +16.1% | -20.2% | +36.3% | +16.2% |
| YTD | +3.6% | +9.0% | -5.4% | +2.5% |
| 1Y | -1.4% | +27.4% | -28.7% | -2.8% |
| All | +34.4% | +430.7% | -396.2% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling