+418.7%
UL vs HBM
+613.3%
-194.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | 0.0% |
| 7D | -1.3% | -6.4% | +5.0% | -0.9% |
| 30D | +0.5% | +5.9% | -5.4% | -0.1% |
| 3M | +17.6% | -8.9% | +26.5% | +17.8% |
| 6M | -5.4% | +10.7% | -16.0% | -7.1% |
| YTD | +0.7% | +38.3% | -37.6% | -3.1% |
| 1Y | -9.3% | +121.3% | -130.6% | -16.3% |
| 3Y | +24.5% | +450.6% | -426.0% | +4.4% |
| 5Y | +23.2% | +338.0% | -314.8% | +2.5% |
| 10Y | +64.5% | +578.6% | -514.1% | +18.5% |
| All | +418.7% | +613.3% | -194.7% | +256.5% |
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