+2,939.9%
V vs HBM
+613.3%
+2,326.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.8% |
| 7D | -1.7% | -6.4% | +4.6% | -0.9% |
| 30D | +2.0% | +5.9% | -3.9% | +1.0% |
| 3M | +17.4% | -8.9% | +26.3% | +17.7% |
| 6M | +17.5% | +10.7% | +6.8% | +13.8% |
| YTD | +7.6% | +38.3% | -30.7% | +0.4% |
| 1Y | +7.7% | +121.3% | -113.6% | -6.5% |
| 3Y | +54.7% | +450.6% | -395.9% | +13.7% |
| 5Y | +73.0% | +338.0% | -264.9% | +26.5% |
| 10Y | +390.9% | +578.6% | -187.8% | +195.0% |
| All | +2,939.9% | +613.3% | +2,326.5% | +1,457.6% |
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