+29.3%
V vs HBM
+47.3%
-18.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +3.9% |
| 7D | +9.0% | -5.8% | +14.8% | +8.8% |
| 30D | +18.1% | -18.5% | +36.6% | +17.5% |
| 3M | +18.3% | -10.3% | +28.6% | +18.1% |
| 6M | +34.1% | +2.1% | +32.0% | +33.2% |
| YTD | +25.2% | +12.0% | +13.2% | +22.0% |
| 1Y | +29.3% | +49.8% | -20.4% | +22.8% |
| All | +29.3% | +47.3% | -18.0% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling