+439.2%
UL vs HBM
+456.2%
-17.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +1.1% | +2.2% | -1.1% | +0.9% |
| 30D | +4.5% | -11.8% | +16.3% | +5.3% |
| 3M | +6.5% | -19.2% | +25.7% | +7.8% |
| 6M | +18.2% | -22.9% | +41.1% | +19.3% |
| YTD | +4.7% | +7.8% | -3.1% | +2.3% |
| 1Y | +0.8% | +34.9% | -34.1% | -3.4% |
| 3Y | +35.9% | +422.2% | -386.3% | +13.9% |
| 5Y | +33.4% | +192.8% | -159.4% | +14.5% |
| 10Y | +106.9% | +281.1% | -174.2% | +57.3% |
| All | +439.2% | +456.2% | -17.0% | +276.5% |
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 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