+20.6%
UL vs HBM
+392.2%
-371.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.6% |
| 7D | -3.2% | +5.5% | -8.7% | -3.5% |
| 30D | -0.6% | +3.3% | -3.9% | -0.8% |
| 3M | +9.4% | +12.7% | -3.2% | +8.6% |
| 6M | -4.1% | +28.2% | -32.3% | -6.0% |
| YTD | -2.0% | +45.3% | -47.3% | -4.7% |
| 1Y | -9.0% | +121.7% | -130.7% | -13.9% |
| 3Y | +21.8% | +523.5% | -501.7% | +5.5% |
| 5Y | +20.6% | +393.9% | -373.3% | +3.3% |
| All | +20.6% | +392.2% | -371.6% | +3.3% |
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